tseries: Time Series Analysis and Computational Finance
Time series analysis and computational finance.
| Version: |
0.10-58 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9), jsonlite |
| Published: |
2024-09-23 |
| DOI: |
10.32614/CRAN.package.tseries |
| 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 | GPL-3 |
| NeedsCompilation: |
yes |
| Materials: |
README ChangeLog |
| In views: |
Econometrics, Environmetrics, Finance, TimeSeries |
| CRAN checks: |
tseries results |
Documentation:
Downloads:
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, EQUALrepeat, 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, ggfortify, knnp, lawstat, mFilter, pander, RTDE, skedastic, StepwiseTest, strucchange, strucchangeRcpp, timetk, tsbox, xts, zoo |
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