Package for time series analysis

[Package List] [Top]
adf.test Augmented Dickey-Fuller Test
amif Auto Mutual Information Function
arma Fit ARMA Models to Time Series
arma-methods Methods for Fitted ARMA Models
bds.test BDS Test
bev Beveridge Wheat Price Index, 1500-1869.
bootstrap Bootstrap for General Stationary Data
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
emp Nelson-Plosser Macroeconomic Time Series
fitted.arma Methods for Fitted ARMA Models
fitted.garch Methods for Fitted GARCH Models
flow.jok Icelandic River Data
flow.vat Icelandic River Data
garch Fit GARCH Models to Time Series
garch-methods Methods for Fitted GARCH Models
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
ice.river Icelandic River Data
int.rate Nelson-Plosser Macroeconomic Time Series
ip Nelson-Plosser Macroeconomic Time Series
jarque.bera.test Jarque-Bera Test
kpss.test KPSS Test for Stationarity
M1 U.S. Economic Variables
maxdrawdown Maximum Drawdown or Maximum Loss
money.stock Nelson-Plosser Macroeconomic Time Series
na.remove 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
nom.wages Nelson-Plosser Macroeconomic Time Series
plot.amif Plot Method for Auto Mutual Information Functions
plot.arma Methods for Fitted ARMA Models
plot.garch Methods for Fitted GARCH Models
plotOHLC Plot Open-High-Low-Close Bar Chart
po.test Phillips-Ouliaris Cointegration Test
portfolio.optim 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.resample.statistic Bootstrap for General Stationary Data
print.summary.arma Summarizing ARMA Model Fits
print.summary.garch Summarizing GARCH Model Fits
quadmap Quadratic Map (Logistic Equation)
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
seqplot.ts Plot Two Time Series
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
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
unemp Nelson-Plosser Macroeconomic Time Series
USeconomic U.S. Economic Variables
vel Nelson-Plosser Macroeconomic Time Series
white.test White Neural Network Test for Nonlinearity