tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Version: 0.10-55
Depends: R (≥ 2.10.0)
Imports: graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9), jsonlite
Published: 2023-12-06
Author: Adrian Trapletti [aut], Kurt Hornik ORCID iD [aut, cre], Blake LeBaron [ctb] (BDS test code)
Maintainer: Kurt Hornik <Kurt.Hornik at R-project.org>
License: GPL-2
NeedsCompilation: yes
Materials: README ChangeLog
In views: Econometrics, Environmetrics, Finance, TimeSeries
CRAN checks: tseries results

Documentation:

Reference manual: tseries.pdf

Downloads:

Package source: tseries_0.10-55.tar.gz
Windows binaries: r-devel: tseries_0.10-55.zip, r-release: tseries_0.10-55.zip, r-oldrel: tseries_0.10-55.zip
macOS binaries: r-release (arm64): tseries_0.10-55.tgz, r-oldrel (arm64): tseries_0.10-55.tgz, r-release (x86_64): tseries_0.10-55.tgz
Old sources: tseries archive

Reverse dependencies:

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, 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, 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, mistat, pander, RTDE, skedastic, StepwiseTest, strucchange, strucchangeRcpp, timetk, tsbox, xts, zoo

Linking:

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