Time series analysis and computational finance

Documentation for package ‘tseries’ version 0.10-29

DESCRIPTION file.

Help Pages

A B C D E F G I J K L M N P Q R S T U V W misc

-- A --

adf.test	Augmented Dickey-Fuller Test
approx.irts	Basic Functions for Irregular Time-Series Objects
arma	Fit ARMA Models to Time Series
arma-methods	Methods for Fitted ARMA Models
as.irts	Irregularly Spaced Time-Series
as.irts.default	Irregularly Spaced Time-Series
as.irts.zoo	Irregularly Spaced Time-Series

-- B --

bds.test	BDS Test
bev	Beveridge Wheat Price Index, 1500-1869.

-- C --

camp	Mount Campito Yearly Treering Data, -3435-1969.
coef.arma	Methods for Fitted ARMA Models
coef.garch	Methods for Fitted GARCH Models
cpi	Nelson-Plosser Macroeconomic Time Series

-- D --

daysecond

Basic Functions for Irregular Time-Series Objects

-- E --

emp	Nelson-Plosser Macroeconomic Time Series

-- F --

fitted.arma	Methods for Fitted ARMA Models
fitted.garch	Methods for Fitted GARCH Models
flow.jok	Icelandic River Data
flow.vat	Icelandic River Data

-- G --

garch	Fit GARCH Models to Time Series
garch-methods	Methods for Fitted GARCH Models
garch.control	Fit GARCH Models to Time Series
get.hist.quote	Download Historical Finance Data
GNP	U.S. Economic Variables
gnp.capita	Nelson-Plosser Macroeconomic Time Series
gnp.def	Nelson-Plosser Macroeconomic Time Series
gnp.nom	Nelson-Plosser Macroeconomic Time Series
gnp.real	Nelson-Plosser Macroeconomic Time Series

-- I --

ice.river	Icelandic River Data
int.rate	Nelson-Plosser Macroeconomic Time Series
ip	Nelson-Plosser Macroeconomic Time Series
irts	Irregularly Spaced Time-Series
irts-functions	Basic Functions for Irregular Time-Series Objects
irts-methods	Methods for Irregular Time-Series Objects
is.businessday	Basic Functions for Irregular Time-Series Objects
is.irts	Irregularly Spaced Time-Series
is.weekend	Basic Functions for Irregular Time-Series Objects

-- J --

jarque.bera.test

Jarque-Bera Test

-- K --

kpss.test

KPSS Test for Stationarity

-- L --

lines.irts	Methods for Irregular Time-Series Objects
logLik.garch	Methods for Fitted GARCH Models

-- M --

M1	U.S. Economic Variables
maxdrawdown	Maximum Drawdown or Maximum Loss
money.stock	Nelson-Plosser Macroeconomic Time Series

-- N --

na.remove	NA Handling Routines for Time Series
na.remove.default	NA Handling Routines for Time Series
na.remove.ts	NA Handling Routines for Time Series
NelPlo	Nelson-Plosser Macroeconomic Time Series
nino	Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
nino3	Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
nino3.4	Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
nom.wages	Nelson-Plosser Macroeconomic Time Series

-- P --

plot.arma	Methods for Fitted ARMA Models
plot.garch	Methods for Fitted GARCH Models
plot.irts	Methods for Irregular Time-Series Objects
plotOHLC	Plot Open-High-Low-Close Bar Chart
po.test	Phillips-Ouliaris Cointegration Test
points.irts	Methods for Irregular Time-Series Objects
portfolio.optim	Portfolio Optimization
portfolio.optim.default	Portfolio Optimization
portfolio.optim.ts	Portfolio Optimization
pp.test	Phillips-Perron Unit Root Test
prec	Icelandic River Data
predict.garch	Methods for Fitted GARCH Models
print.arma	Methods for Fitted ARMA Models
print.bdstest	BDS Test
print.garch	Methods for Fitted GARCH Models
print.irts	Methods for Irregular Time-Series Objects
print.resample.statistic	Bootstrap for General Stationary Data
print.summary.arma	Summarizing ARMA Model Fits
print.summary.garch	Summarizing GARCH Model Fits

-- Q --

quadmap

Quadratic Map (Logistic Equation)

-- R --

read.irts	Basic Functions for Irregular Time-Series Objects
read.matrix	Read Matrix Data
read.ts	Read Time Series Data
real.wages	Nelson-Plosser Macroeconomic Time Series
residuals.arma	Methods for Fitted ARMA Models
residuals.garch	Methods for Fitted GARCH Models
rl	U.S. Economic Variables
rs	U.S. Economic Variables
runs.test	Runs Test

-- S --

seqplot.ts	Plot Two Time Series
sharpe	Sharpe Ratio
sterling	Sterling Ratio
stock.prices	Nelson-Plosser Macroeconomic Time Series
summary.arma	Summarizing ARMA Model Fits
summary.garch	Summarizing GARCH Model Fits
surrogate	Generate Surrogate Data and Statistics

-- T --

tcm	Monthly Yields on Treasury Securities
tcm10y	Monthly Yields on Treasury Securities
tcm10yd	Daily Yields on Treasury Securities
tcm1y	Monthly Yields on Treasury Securities
tcm1yd	Daily Yields on Treasury Securities
tcm3y	Monthly Yields on Treasury Securities
tcm3yd	Daily Yields on Treasury Securities
tcm5y	Monthly Yields on Treasury Securities
tcm5yd	Daily Yields on Treasury Securities
tcmd	Daily Yields on Treasury Securities
temp	Icelandic River Data
terasvirta.test	Teraesvirta Neural Network Test for Nonlinearity
terasvirta.test.default	Teraesvirta Neural Network Test for Nonlinearity
terasvirta.test.ts	Teraesvirta Neural Network Test for Nonlinearity
time.irts	Methods for Irregular Time-Series Objects
tsbootstrap	Bootstrap for General Stationary Data

-- U --

unemp	Nelson-Plosser Macroeconomic Time Series
USeconomic	U.S. Economic Variables

-- V --

value	Methods for Irregular Time-Series Objects
value.irts	Methods for Irregular Time-Series Objects
vcov.arma	Methods for Fitted ARMA Models
vcov.garch	Methods for Fitted GARCH Models
vel	Nelson-Plosser Macroeconomic Time Series

-- W --

weekday	Basic Functions for Irregular Time-Series Objects
white.test	White Neural Network Test for Nonlinearity
white.test.default	White Neural Network Test for Nonlinearity
white.test.ts	White Neural Network Test for Nonlinearity
write.irts	Basic Functions for Irregular Time-Series Objects

-- misc --

[.irts

Methods for Irregular Time-Series Objects