A B C D E F G I J K L M N P Q R S T U V W misc
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 |
bds.test | BDS Test |
bev | Beveridge Wheat Price Index, 1500-1869. |
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 |
daysecond | Basic Functions for Irregular Time-Series Objects |
emp | Nelson-Plosser Macroeconomic Time Series |
fitted.arma | Methods for Fitted ARMA Models |
fitted.garch | Methods for Fitted GARCH Models |
flow.jok | Icelandic River Data |
flow.vat | Icelandic River Data |
garch | Fit GARCH Models to Time Series |
garch-methods | Methods for Fitted GARCH Models |
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 |
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 |
jarque.bera.test | Jarque-Bera Test |
kpss.test | KPSS Test for Stationarity |
lines.irts | Methods for Irregular Time-Series Objects |
logLik.garch | Methods for Fitted GARCH Models |
M1 | U.S. Economic Variables |
maxdrawdown | Maximum Drawdown or Maximum Loss |
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.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 |
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 |
quadmap | Quadratic Map (Logistic Equation) |
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 |
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 |
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 |
time.irts | Methods for Irregular Time-Series Objects |
tsbootstrap | Bootstrap for General Stationary Data |
unemp | Nelson-Plosser Macroeconomic Time Series |
USeconomic | U.S. Economic Variables |
value | Methods for Irregular Time-Series Objects |
vel | Nelson-Plosser Macroeconomic Time Series |
weekday | Basic Functions for Irregular Time-Series Objects |
white.test | White Neural Network Test for Nonlinearity |
write.irts | Basic Functions for Irregular Time-Series Objects |
[.irts | Methods for Irregular Time-Series Objects |