Time series analysis and computational finance.
Version: | 0.10-48 |
Depends: | R (≥ 2.10.0) |
Imports: | graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9) |
Published: | 2020-12-04 |
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_0.10-48.tar.gz |
Windows binaries: | r-devel: tseries_0.10-48.zip, r-release: tseries_0.10-48.zip, r-oldrel: tseries_0.10-48.zip |
macOS binaries: | r-release: tseries_0.10-48.tgz, r-oldrel: tseries_0.10-48.tgz |
Old sources: | tseries archive |
Reverse depends: | acp, CADFtest, deltaGseg, earlywarnings, forecTheta, fpp, mgarchBEKK, PdPDB, RcmdrPlugin.UCA, VLTimeCausality |
Reverse imports: | AID, AnnuityRIR, conting, decomposedPSF, egcm, erer, fastStat, fDMA, forecast, GMZTests, grangers, KarsTS, lfl, lg, LSDsensitivity, MARX, msltrend, nardl, nonlinearTseries, nortsTest, partialAR, PCA4TS, PortRisk, predtoolsTS, RCM, RcmdrPlugin.TeachStat, rlmDataDriven, rumidas, SDD, TimeSeries.OBeu, TrendSLR, TSA, TSCS, tsDyn, tsfeatures, TSmisc |
Reverse suggests: | AER, broom, copula, dyn, FinTS, ggfortify, knnp, mFilter, mistat, pander, portes, RTDE, skedastic, StepwiseTest, strucchange, timetk, tsbox, TSdata, TSdbi, TSfame, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo |
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