tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Version: 0.10-53
Depends: R (≥ 2.10.0)
Imports: graphics, stats, utils, quadprog, zoo, quantmod (≥ 0.4-9)
Published: 2023-01-31
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


Reference manual: tseries.pdf


Package source: tseries_0.10-53.tar.gz
Windows binaries: r-devel: tseries_0.10-53.zip, r-release: tseries_0.10-52.zip, r-oldrel: tseries_0.10-53.zip
macOS binaries: r-release (arm64): tseries_0.10-53.tgz, r-oldrel (arm64): tseries_0.10-53.tgz, r-release (x86_64): tseries_0.10-53.tgz, r-oldrel (x86_64): tseries_0.10-53.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: AFR, AID, AnnuityRIR, ardl.nardl, ATAforecasting, blocklength, CryptRndTest, dccmidas, decomposedPSF, erer, forecast, grangers, KarsTS, lfl, lg, LSDsensitivity, mlmts, msltrend, nardl, nonlinearTseries, nortsTest, PCA4TS, PortRisk, predtoolsTS, RCM, RcmdrPlugin.TeachStat, rlmDataDriven, rumidas, TimeSeries.OBeu, TrendSLR, TSA, TSCS, tsDyn, tsfeatures
Reverse suggests: AER, broom, copula, dyn, fHMM, FinTS, ggfortify, knnp, mFilter, pander, RTDE, skedastic, StepwiseTest, strucchange, strucchangeRcpp, timetk, tsbox, xts, zoo


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