CRAN/E | tseries

tseries

Time Series Analysis and Computational Finance

Installation

About

Time series analysis and computational finance.

Key Metrics

Version 0.10-56
R ≥ 2.10.0
Published 2024-05-14 161 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks tseries results

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Maintainer

Maintainer

Kurt Hornik

Authors

Adrian Trapletti

aut

Kurt Hornik

aut / cre

Blake LeBaron

ctb

(BDS test code)

Material

README
ChangeLog
Reference manual
Package source

In Views

Econometrics
Environmetrics
Finance
TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

tseries archive

Depends

R ≥ 2.10.0

Imports

graphics
stats
utils
quadprog
zoo
quantmod ≥ 0.4-9
jsonlite

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