Time series analysis and computational finance.
| Version: | 0.10-46 |
| Depends: | R (≥ 2.10.0) |
| Imports: | graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9) |
| Published: | 2018-11-19 |
| 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_0.10-46.tar.gz |
| Windows binaries: | r-devel: tseries_0.10-46.zip, r-release: tseries_0.10-46.zip, r-oldrel: tseries_0.10-46.zip |
| OS X binaries: | r-release: tseries_0.10-46.tgz, r-oldrel: tseries_0.10-46.tgz |
| Old sources: | tseries archive |
| Reverse depends: | acp, AnalyzeTS, CADFtest, earlywarnings, forecTheta, fpp, mgarchBEKK, PdPDB, RcmdrPlugin.UCA |
| Reverse imports: | AID, AnnuityRIR, auditor, conting, CryptRndTest, decomposedPSF, egcm, erer, fDMA, forecast, KarsTS, lfl, lg, LSDsensitivity, mafs, MARX, msltrend, nardl, nlr, nonlinearTseries, NTsets, partialAR, PCA4TS, PortRisk, predtoolsTS, RcmdrPlugin.TeachStat, rlmDataDriven, RRphylo, SDD, TimeSeries.OBeu, TSCS, tsDyn, tsfeatures, TSmisc |
| Reverse suggests: | AER, broom, copula, dyn, FinTS, ggfortify, mFilter, mistat, pander, portes, RTDE, StepwiseTest, strucchange, timetk, TSdata, TSdbi, TSfame, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo |
| Reverse enhances: | lubridate |
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