Library for time series analysis


[Package List] [Top]

adf.test Augmented Dickey-Fuller Test
amif Auto Mutual Information Function
bds.test BDS Test
coef.garch Fit GARCH Models to Time Series
fitted.garch Fit GARCH Models to Time Series
garch Fit GARCH Models to Time Series
get.hist.quote Download Historical Finance Data
jarque.bera.test Jarque-Bera Test
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
plot.amif Auto Mutual Information Function
plot.garch Fit GARCH Models to Time Series
portfolio.optim Portfolio Optimization
portfolio.optim.default Portfolio Optimization
portfolio.optim.ts Portfolio Optimization
predict.garch Fit GARCH Models to Time Series
print.bdstest BDS Test
print.garch Fit GARCH Models to Time Series
print.summary.garch Fit GARCH Models to Time Series
quadmap Quadratic Map (Logistic Equation)
read.matrix Read Matrix Data
read.ts Read Time Series Data
residuals.garch Fit GARCH Models to Time Series
runs.test Runs Test
summary.garch Fit GARCH Models to Time Series
surrogate Generate Surrogate Data
tcm Yields on Treasury Securities
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
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