tseries

Nelson–Plosser Macroeconomic Time Series

U.S. Economic Variables

Augmented Dickey–Fuller Test

Fit ARMA Models to Time Series

Methods for Fitted ARMA Models

BDS Test

Beveridge Wheat Price Index, 1500–1869.

Mount Campito Yearly Treering Data, -3435–1969.

Fit GARCH Models to Time Series

Methods for Fitted GARCH Models

Download Historical Finance Data

Icelandic River Data

Irregularly Spaced Time-Series

Basic Functions for Irregular Time-Series Objects

Methods for Irregular Time-Series Objects

Jarque–Bera Test

KPSS Test for Stationarity

Maximum Drawdown or Maximum Loss

NA Handling Routines for Time Series

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices

Plot Open-High-Low-Close Bar Chart

Phillips–Ouliaris Cointegration Test

Portfolio Optimization

Phillips–Perron Unit Root Test

Quadratic Map (Logistic Equation)

Read Matrix Data

Read Time Series Data

Runs Test

Plot Two Time Series

Sharpe Ratio

Sterling Ratio

Summarizing ARMA Model Fits

Summarizing GARCH Model Fits

Generate Surrogate Data and Statistics

Monthly Yields on Treasury Securities

Daily Yields on Treasury Securities

Teraesvirta Neural Network Test for Nonlinearity

Bootstrap for General Stationary Data

White Neural Network Test for Nonlinearity