tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Version: 0.10-47
Depends: R (≥ 2.10.0)
Imports: graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9)
Published: 2019-06-05
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
Citation: tseries citation info
Materials: README ChangeLog
In views: Econometrics, Environmetrics, Finance, TimeSeries
CRAN checks: tseries results

Downloads:

Reference manual: tseries.pdf
Package source: tseries_0.10-47.tar.gz
Windows binaries: r-devel: tseries_0.10-47.zip, r-release: tseries_0.10-47.zip, r-oldrel: tseries_0.10-47.zip
macOS binaries: r-release: tseries_0.10-47.tgz, r-oldrel: tseries_0.10-47.tgz
Old sources: tseries archive

Reverse dependencies:

Reverse depends: acp, CADFtest, deltaGseg, earlywarnings, forecTheta, fpp, mgarchBEKK, PdPDB, RcmdrPlugin.UCA, VLTimeCausality
Reverse imports: AID, AnnuityRIR, conting, CryptRndTest, decomposedPSF, egcm, erer, fastStat, fDMA, forecast, grangers, KarsTS, lfl, lg, LSDsensitivity, mafs, MARX, msltrend, nardl, nonlinearTseries, nortsTest, partialAR, PCA4TS, PortRisk, predtoolsTS, RCM, RcmdrPlugin.TeachStat, rlmDataDriven, SDD, skedastic, TimeSeries.OBeu, TrendSLR, TSCS, tsDyn, tsfeatures, TSmisc
Reverse suggests: AER, broom, copula, dyn, FinTS, ggfortify, knnp, mFilter, mistat, pander, RTDE, StepwiseTest, strucchange, timetk, tsbox, TSdata, TSdbi, TSfame, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo

Linking:

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