tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Version: 0.10-40
Depends: R (≥ 2.10.0)
Imports: graphics, stats, utils, quadprog, zoo
Published: 2017-04-19
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_0.10-40.tar.gz
Windows binaries: r-devel: tseries_0.10-40.zip, r-release: tseries_0.10-40.zip, r-oldrel: tseries_0.10-40.zip
OS X El Capitan binaries: r-release: tseries_0.10-40.tgz
OS X Mavericks binaries: r-oldrel: tseries_0.10-40.tgz
Old sources: tseries archive

Reverse dependencies:

Reverse depends: acp, AnalyzeTS, CADFtest, earlywarnings, forecTheta, fpp, mgarchBEKK, nonlinearTseries, RcmdrPlugin.epack, RcmdrPlugin.UCA, TSA
Reverse imports: AID, conting, CryptRndTest, egcm, erer, forecast, lfl, mafs, msltrend, partialAR, PCA4TS, PortRisk, SDD, tidyquant, timekit, tsDyn, TSmisc
Reverse suggests: AER, copula, dyn, FinTS, ggfortify, mFilter, mistat, pander, portes, RTDE, StepwiseTest, strucchange, TSdata, TSdbi, TSfame, TSMySQL, TSodbc, TSPostgreSQL, TSsql, TSSQLite, xts, zoo
Reverse enhances: lubridate


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