Package for time series analysis

[Package List] [Top]
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