tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Version: 0.10-44
Depends: R (≥ 2.10.0)
Imports: graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4.9)
Published: 2018-04-15
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


Reference manual: tseries.pdf
Package source: tseries_0.10-44.tar.gz
Windows binaries: r-devel: tseries_0.10-44.zip, r-release: tseries_0.10-44.zip, r-oldrel: tseries_0.10-44.zip
OS X binaries: r-release: tseries_0.10-44.tgz, r-oldrel: tseries_0.10-44.tgz
Old sources: tseries archive

Reverse dependencies:

Reverse depends: acp, AnalyzeTS, CADFtest, earlywarnings, forecTheta, fpp, mgarchBEKK, nonlinearTseries, PdPDB, RcmdrPlugin.epack, RcmdrPlugin.UCA, TSA
Reverse imports: AID, AnnuityRIR, conting, CryptRndTest, decomposedPSF, egcm, erer, estudy2, fDMA, forecast, KarsTS, lfl, LSDsensitivity, mafs, MARX, msltrend, nardl, nlr, partialAR, PCA4TS, PortRisk, predtoolsTS, SDD, tidyquant, TimeSeries.OBeu, TSCS, tsDyn, TSmisc
Reverse suggests: AER, copula, dyn, ggfortify, mFilter, mistat, pander, portes, RTDE, StepwiseTest, strucchange, TSdata, TSdbi, TSfame, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo
Reverse enhances: lubridate


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