This package is considered a duplicate. The official version of this package is found at:https://kurthornik.r-universe.dev/tseries
Package: tseries 0.10-58
Kurt Hornik
tseries: Time Series Analysis and Computational Finance
Time series analysis and computational finance.
Authors:
tseries_0.10-58.tar.gz
tseries_0.10-58.tar.gz(r-4.5-noble)tseries_0.10-58.tar.gz(r-4.4-noble)
tseries_0.10-58.tgz(r-4.4-emscripten)
tseries.pdf |tseries.html✨
tseries/json (API)
| # Install 'tseries' in R: |
| install.packages('tseries', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- GNP - U.S. Economic Variables
- M1 - U.S. Economic Variables
- NelPlo - Nelson-Plosser Macroeconomic Time Series
- USeconomic - U.S. Economic Variables
- bev - Beveridge Wheat Price Index, 1500-1869.
- camp - Mount Campito Yearly Treering Data, -3435-1969.
- cpi - Nelson-Plosser Macroeconomic Time Series
- emp - Nelson-Plosser Macroeconomic Time Series
- flow.jok - Icelandic River Data
- flow.vat - Icelandic River Data
- 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
- money.stock - 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
- prec - Icelandic River Data
- real.wages - Nelson-Plosser Macroeconomic Time Series
- rl - U.S. Economic Variables
- rs - U.S. Economic Variables
- stock.prices - Nelson-Plosser Macroeconomic Time Series
- 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
- unemp - Nelson-Plosser Macroeconomic Time Series
- vel - Nelson-Plosser Macroeconomic Time Series
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 months agofrom:34d73d5dba. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 23 2024 |
| R-4.5-linux-x86_64 | NOTE | Dec 23 2024 |
Exports:adf.testapprox.irtsarmaas.irtsbds.testdaysecondgarchgarch.controlget.hist.quoteirtsis.businessdayis.irtsis.weekendjarque.bera.testkpss.testmaxdrawdownna.removeplotOHLCpo.testportfolio.optimpp.testquadmapread.irtsread.matrixread.tsruns.testseqplot.tssharpesterlingsurrogateterasvirta.testtsbootstrapvalueweekdaywhite.testwrite.irts
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Augmented Dickey-Fuller Test | adf.test |
| Fit ARMA Models to Time Series | arma |
| Methods for Fitted ARMA Models | arma-methods coef.arma fitted.arma plot.arma print.arma residuals.arma vcov.arma |
| BDS Test | bds.test print.bdstest |
| Beveridge Wheat Price Index, 1500-1869. | bev |
| Mount Campito Yearly Treering Data, -3435-1969. | camp |
| Fit GARCH Models to Time Series | garch garch.control |
| Methods for Fitted GARCH Models | coef.garch fitted.garch garch-methods logLik.garch plot.garch predict.garch print.garch residuals.garch vcov.garch |
| Download Historical Finance Data | get.hist.quote |
| Icelandic River Data | flow.jok flow.vat ice.river prec temp |
| Irregularly Spaced Time-Series | as.irts as.irts.default as.irts.zoo irts is.irts |
| Basic Functions for Irregular Time-Series Objects | approx.irts daysecond irts-functions is.businessday is.weekend read.irts weekday write.irts |
| Methods for Irregular Time-Series Objects | irts-methods lines.irts plot.irts points.irts print.irts time.irts value value.irts [.irts |
| Jarque-Bera Test | jarque.bera.test |
| KPSS Test for Stationarity | kpss.test |
| Maximum Drawdown or Maximum Loss | maxdrawdown |
| NA Handling Routines for Time Series | na.remove na.remove.default na.remove.ts |
| Nelson-Plosser Macroeconomic Time Series | cpi emp gnp.capita gnp.def gnp.nom gnp.real int.rate ip money.stock NelPlo nom.wages real.wages stock.prices unemp vel |
| Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices | nino nino3 nino3.4 |
| Plot Open-High-Low-Close Bar Chart | plotOHLC |
| Phillips-Ouliaris Cointegration Test | po.test |
| Portfolio Optimization | portfolio.optim portfolio.optim.default portfolio.optim.ts |
| Phillips-Perron Unit Root Test | pp.test |
| Quadratic Map (Logistic Equation) | quadmap |
| Read Matrix Data | read.matrix |
| Read Time Series Data | read.ts |
| Runs Test | runs.test |
| Plot Two Time Series | seqplot.ts |
| Sharpe Ratio | sharpe |
| Sterling Ratio | sterling |
| Summarizing ARMA Model Fits | print.summary.arma summary.arma |
| Summarizing GARCH Model Fits | print.summary.garch summary.garch |
| Generate Surrogate Data and Statistics | surrogate |
| Monthly Yields on Treasury Securities | tcm tcm10y tcm1y tcm3y tcm5y |
| Daily Yields on Treasury Securities | tcm10yd tcm1yd tcm3yd tcm5yd tcmd |
| Teraesvirta Neural Network Test for Nonlinearity | terasvirta.test terasvirta.test.default terasvirta.test.ts |
| Bootstrap for General Stationary Data | print.resample.statistic tsbootstrap |
| U.S. Economic Variables | GNP M1 rl rs USeconomic |
| White Neural Network Test for Nonlinearity | white.test white.test.default white.test.ts |
