tseries: Time Series Analysis and Computational Finance

> library(tseries)

    'tseries' version: 0.10-34

    'tseries' is a package for time series analysis and
    computational finance.

    See 'library(help="tseries")' for details.
> data("NelPlo")
> data("USeconomic")

バージョン: 0.10.34

関数名 概略
NelPlo Nelson-Plosser Macroeconomic Time Series
USeconomic U.S. Economic Variables
adf.test Augmented Dickey-Fuller Test
arma Fit ARMA Models to Time Series
arma-methods Methods for Fitted ARMA Models
bds.test BDS Test
bev Beveridge Wheat Price Index, 1500-1869.
camp Mount Campito Yearly Treering Data, -3435-1969.
garch Fit GARCH Models to Time Series
garch-methods Methods for Fitted GARCH Models
get.hist.quote Download Historical Finance Data
ice.river Icelandic River Data
irts Irregularly Spaced Time-Series
irts-functions Basic Functions for Irregular Time-Series Objects
irts-methods Methods for Irregular Time-Series Objects
jarque.bera.test Jarque-Bera Test
kpss.test KPSS Test for Stationarity
maxdrawdown Maximum Drawdown or Maximum Loss
na.remove NA Handling Routines for Time Series
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
plotOHLC Plot Open-High-Low-Close Bar Chart
po.test Phillips-Ouliaris Cointegration Test
portfolio.optim Portfolio Optimization
pp.test Phillips-Perron Unit Root Test
quadmap Quadratic Map (Logistic Equation)
read.matrix Read Matrix Data
read.ts Read Time Series Data
runs.test Runs Test
seqplot.ts Plot Two Time Series
sharpe Sharpe Ratio
sterling Sterling Ratio
summary.arma Summarizing ARMA Model Fits
summary.garch Summarizing GARCH Model Fits
surrogate Generate Surrogate Data and Statistics
tcm Monthly Yields on Treasury Securities
tcmd Daily Yields on Treasury Securities
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap Bootstrap for General Stationary Data
white.test White Neural Network Test for Nonlinearity


> data("NelPlo")
> NelPlo %>% class()
[1] "mts" "ts"


> data("USeconomic")
> USeconomic %>% class()
[1] "mts" "ts"