Package index
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NelPlo - Nelson–Plosser Macroeconomic Time Series
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USeconomic - U.S. Economic Variables
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adf.test() - Augmented Dickey–Fuller Test
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coef(<arma>)vcov(<arma>)residuals(<arma>)fitted(<arma>)print(<arma>)plot(<arma>) - Methods for Fitted ARMA Models
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arma() - Fit ARMA Models to Time Series
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bds.test() - BDS Test
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bev - Beveridge Wheat Price Index, 1500–1869.
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camp - Mount Campito Yearly Treering Data, -3435–1969.
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predict(<garch>)coef(<garch>)vcov(<garch>)residuals(<garch>)fitted(<garch>)print(<garch>)plot(<garch>)logLik(<garch>) - Methods for Fitted GARCH Models
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garch()garch.control() - Fit GARCH Models to Time Series
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get.hist.quote() - Download Historical Finance Data
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ice.river - Icelandic River Data
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daysecond()approx.irts()is.businessday()is.weekend()read.irts()weekday()write.irts() - Basic Functions for Irregular Time-Series Objects
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lines(<irts>)plot(<irts>)points(<irts>)print(<irts>)time(<irts>)value(<irts>)`[`(<irts>) - Methods for Irregular Time-Series Objects
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irts()as.irts()is.irts() - Irregularly Spaced Time-Series
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jarque.bera.test() - Jarque–Bera Test
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kpss.test() - KPSS Test for Stationarity
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maxdrawdown() - Maximum Drawdown or Maximum Loss
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na.remove() - NA Handling Routines for Time Series
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nino - Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
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plotOHLC() - Plot Open-High-Low-Close Bar Chart
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po.test() - Phillips–Ouliaris Cointegration Test
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portfolio.optim(<default>) - Portfolio Optimization
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pp.test() - Phillips–Perron Unit Root Test
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quadmap() - Quadratic Map (Logistic Equation)
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read.matrix() - Read Matrix Data
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read.ts() - Read Time Series Data
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runs.test() - Runs Test
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seqplot.ts() - Plot Two Time Series
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sharpe() - Sharpe Ratio
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sterling() - Sterling Ratio
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summary(<arma>)print(<summary.arma>) - Summarizing ARMA Model Fits
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summary(<garch>)print(<summary.garch>) - Summarizing GARCH Model Fits
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surrogate() - Generate Surrogate Data and Statistics
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tcm - Monthly Yields on Treasury Securities
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tcmd - Daily Yields on Treasury Securities
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terasvirta.test(<ts>)terasvirta.test(<default>) - Teraesvirta Neural Network Test for Nonlinearity
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tsbootstrap() - Bootstrap for General Stationary Data
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white.test(<ts>)white.test(<default>) - White Neural Network Test for Nonlinearity