R: Time Series Analysis and Computational Finance

# Time Series Analysis and Computational Finance

## Documentation for package ‘tseries’ version 0.10-58

- DESCRIPTION file

## Help Pages

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