Time Series Analysis and Computational Finance

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Documentation for package ‘tseries’ version 0.10-58

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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