tseries (0.10-47)

3 users

Time Series Analysis and Computational Finance.


Time series analysis and computational finance.

Maintainer: Kurt Hornik
Author(s): Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)

License: GPL-2

Uses: quadprog, quantmod, zoo
Reverse depends: acp, AID, AnalyzeTS, CADFtest, CONOR, CONORData, conting, CryptRndTest, dlsem, earlywarnings, erer, expsmooth, fma, forecast, forecasting, forecTheta, fpp, gmm, Mcomp, mgarchBEKK, nonlinearTseries, PairTrading, PdPDB, PerformanceAnalytics, RcmdrPlugin.epack, RcmdrPlugin.UCA, TSA, TShistQuote, VLTimeCausality
Reverse suggests: AER, broom, copula, dyn, FinTS, ftsa, ggfortify, knnp, mFilter, mistat, pander, PerformanceAnalytics, portes, rainbow, RTDE, StepwiseTest, strucchange, timetk, tsbox, TSdata, TSdbi, TSfame, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo
Reverse enhances: lubridate

Released 8 months ago.

31 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of tseries yet. Want to be the first? Write one now.

Related packages: dynlm, strucchange, zoo, forecast, nlme, tsDyn, tsfa, urca, vars, dyn, CADFtest, dse, xts, gets, AER, boot, car, Ecdat, gmm, lme4(20 best matches, based on common tags.)

Search for tseries on google, google scholar, r-help, r-devel.

Visit tseries on R Graphical Manual.