adf.test | Augmented Dickey-Fuller Test |
amif | Auto Mutual Information Function |
bds.test | BDS Test |
coef.garch | Fit GARCH Models to Time Series |
fitted.garch | Fit GARCH Models to Time Series |
garch | Fit GARCH Models to Time Series |
get.hist.quote | Download Historical Finance Data |
jarque.bera.test | Jarque-Bera Test |
na.remove | NA Handling Routines for Time Series |
na.remove.default | NA Handling Routines for Time Series |
na.remove.ts | NA Handling Routines for Time Series |
NelPlo | Nelson-Plosser Macroeconomic Time Series |
plot.amif | Auto Mutual Information Function |
plot.garch | Fit GARCH Models to Time Series |
portfolio.optim | Portfolio Optimization |
portfolio.optim.default | Portfolio Optimization |
portfolio.optim.ts | Portfolio Optimization |
predict.garch | Fit GARCH Models to Time Series |
print.bdstest | BDS Test |
print.garch | Fit GARCH Models to Time Series |
print.summary.garch | Fit GARCH Models to Time Series |
quadmap | Quadratic Map (Logistic Equation) |
read.matrix | Read Matrix Data |
read.ts | Read Time Series Data |
residuals.garch | Fit GARCH Models to Time Series |
runs.test | Runs Test |
summary.garch | Fit GARCH Models to Time Series |
surrogate | Generate Surrogate Data |
tcm | Yields on Treasury Securities |
terasvirta.test | Teraesvirta Neural Network Test for Nonlinearity |
terasvirta.test.default | Teraesvirta Neural Network Test for Nonlinearity |
terasvirta.test.ts | Teraesvirta Neural Network Test for Nonlinearity |
white.test | White Neural Network Test for Nonlinearity |
white.test.default | White Neural Network Test for Nonlinearity |
white.test.ts | White Neural Network Test for Nonlinearity |