Time series analysis and computational finance.
| Version: | 0.10-51 |
| Depends: | R (≥ 2.10.0) |
| Imports: | graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9) |
| Published: | 2022-05-01 |
| 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_0.10-51.tar.gz |
| Windows binaries: | r-devel: tseries_0.10-51.zip, r-release: tseries_0.10-51.zip, r-oldrel: tseries_0.10-51.zip |
| macOS binaries: | r-release (arm64): tseries_0.10-51.tgz, r-oldrel (arm64): tseries_0.10-51.tgz, r-release (x86_64): tseries_0.10-51.tgz, r-oldrel (x86_64): tseries_0.10-51.tgz |
| Old sources: | tseries archive |
| Reverse depends: | acp, BootWPTOS, CADFtest, deltaGseg, forecTheta, fpp, mgarchBEKK, MisRepARMA, PdPDB, RcmdrPlugin.UCA, VLTimeCausality |
| Reverse imports: | AFR, AID, AnnuityRIR, ATAforecasting, blocklength, CryptRndTest, dccmidas, decomposedPSF, erer, fDMA, forecast, grangers, KarsTS, lfl, lg, LSDsensitivity, mlmts, msltrend, nardl, NNS, nonlinearTseries, nortsTest, PCA4TS, PortRisk, predtoolsTS, RCM, RcmdrPlugin.TeachStat, rlmDataDriven, rumidas, TimeSeries.OBeu, TrendSLR, TSA, TSCS, tsDyn, tsfeatures, TSmisc |
| Reverse suggests: | AER, broom, copula, dyn, fHMM, FinTS, ggfortify, knnp, mFilter, mistat, pander, RTDE, skedastic, StepwiseTest, strucchange, strucchangeRcpp, timetk, tsbox, TSdata, TSdbi, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo |
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