tseries: Time Series Analysis and Computational Finance
Time series analysis and computational finance.
| Version: | 0.10-55 |
| Depends: | R (≥ 2.10.0) |
| Imports: | graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9), jsonlite |
| Published: | 2023-12-06 |
| Author: | Adrian Trapletti [aut],
Kurt Hornik  [aut,
cre],
Blake LeBaron [ctb] (BDS test code) |
| Maintainer: | Kurt Hornik <Kurt.Hornik at R-project.org> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README ChangeLog |
| In views: | Econometrics, Environmetrics, Finance, TimeSeries |
| CRAN checks: | tseries results |
Documentation:
| Reference manual: | tseries.pdf |
Downloads:
| Package source: | tseries_0.10-55.tar.gz |
| Windows binaries: | r-devel: tseries_0.10-55.zip, r-release: tseries_0.10-55.zip, r-oldrel: tseries_0.10-55.zip |
| macOS binaries: | r-release (arm64): tseries_0.10-55.tgz, r-oldrel (arm64): tseries_0.10-55.tgz, r-release (x86_64): tseries_0.10-55.tgz, r-oldrel (x86_64): tseries_0.10-55.tgz |
| Old sources: | tseries archive |
Reverse dependencies:
| Reverse depends: | acp, ARIMAANN, BootWPTOS, CADFtest, deltaGseg, earlywarnings, forecTheta, fpp, mgarchBEKK, MisRepARMA, PdPDB, RcmdrPlugin.UCA, VLTimeCausality |
| Reverse imports: | Achilles, AFR, AID, AnnuityRIR, ardl.nardl, AriGaMyANNSVR, ARMALSTM, ATAforecasting, blocklength, BRVM, CEEMDANML, CryptRndTest, decomposedPSF, DescribeDF, egcm, erer, facmodCS, fastcpd, fDMA, forecast, gimme, grangers, KarsTS, lfl, lg, LSDsensitivity, mlmts, msltrend, nardl, nonlinearTseries, nortsTest, PortRisk, predtoolsTS, RCM, RcmdrPlugin.TeachStat, rlmDataDriven, rumidas, sdrt, StReg, TrendSLR, TSA, TSCS, tsDyn, tsfeatures, WaveletETS, WaveletGBM, WaveletKNN, WaveletLSTM, WaveletML |
| Reverse suggests: | AER, ARDL, broom, copula, dyn, fHMM, FinTS, fractalRegression, ggfortify, knnp, lawstat, mFilter, pander, RTDE, skedastic, StepwiseTest, strucchange, strucchangeRcpp, timetk, tsbox, xts, zoo |
Linking:
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