adf.test |
Augmented Dickey-Fuller Test |
amif |
Auto Mutual Information Function |
ampsurr |
Internal tseries functions |
arma |
Fit ARMA Models to Time Series |
bds.test |
BDS Test |
bev |
Beveridge Wheat Price Index, 1500-1869. |
boot.sample |
Internal tseries functions |
bootstrap |
Generate Bootstrap Data and Statistics |
camp |
Mount Campito Yearly Treering Data, -3435-1969. |
coef.arma |
Fit ARMA Models to Time Series |
coef.garch |
Fit GARCH Models to Time Series |
cpi |
Nelson-Plosser Macroeconomic Time Series |
emp |
Nelson-Plosser Macroeconomic Time Series |
fftsurr |
Internal tseries functions |
fitted.arma |
Fit ARMA Models to Time Series |
fitted.garch |
Fit GARCH Models to Time Series |
flow.jok |
Icelandic River Data |
flow.vat |
Icelandic River Data |
garch |
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 |
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 |
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 |
Auto Mutual Information Function |
plot.arma |
Fit ARMA Models to Time Series |
plot.garch |
Fit GARCH Models to Time Series |
po.test |
Phillips-Ouliaris Cointegration Test |
portfolio.optim |
Portfolio Optimization |
pp.test |
Phillips-Perron Unit Root Test |
prec |
Icelandic River Data |
predict.garch |
Fit GARCH Models to Time Series |
print.arma |
Fit ARMA Models to Time Series |
print.bdstest |
BDS Test |
print.garch |
Fit GARCH Models to Time Series |
print.resample.statistic |
Generate Bootstrap Data and Statistics |
print.summary.arma |
Fit ARMA 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 |
real.wages |
Nelson-Plosser Macroeconomic Time Series |
residuals.arma |
Fit ARMA Models to Time Series |
residuals.garch |
Fit GARCH Models to Time Series |
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 |
Fit ARMA Models to Time Series |
summary.garch |
Fit GARCH Models to Time Series |
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 |
tseries.internal |
Internal tseries functions |
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 |