R Package Scholar
27,072

tseries: Time Series Analysis and Computational Finance

Adrian Trapletti  Kurt Hornik  Blake LeBaron   View description and downloadsView dependenciesGitHub project

1999 Published
0.10-58 Version
0 Citations
3 Authors
Referenced by ⇅ Year
mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti (Version 2.0.4)

2013
PCA4TS: Segmenting Multiple Time Series by Contemporaneous Linear Transformation (Version 0.1)

2015
TimeSeries.OBeu: Time Series Analysis "OpenBudgets.eu" (Version 1.2.4)

2018
fractalRegression: Performs Fractal Analysis and Fractal Regression (Version 1.2)

2021
AER: Applied Econometrics with R (Version 1.2-14)

2008
AFR: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data (Version 0.3.6)

2022
AID: Box-Cox Power Transformation (Version 2.9)

2012
ARDL: ARDL, ECM and Bounds-Test for Cointegration (Version 0.2.4)

2020
ARIMAANN: Time Series Forecasting using ARIMA-ANN Hybrid Model (Version 0.1.0)

2022
ARMALSTM: Fitting of Hybrid ARMA-LSTM Models (Version 0.1.0)

2024
ATAforecasting: Automatic Time Series Analysis and Forecasting using the Ata Method (Version 0.0.60)

2021
Achilles: Achilles Data Source Characterization (Version 1.7.2)

2023
AnnuityRIR: Annuity Random Interest Rates (Version 1.0-0)

2017
AriGaMyANNSVR: Hybrid ARIMA-GARCH and Two Specially Designed ML-Based Models (Version 0.1.0)

2023
BRVM: Retrieve Historical Data of Companies Listed on the 'BRVM' Stock Exchange (Version 5.3.0)

2023
BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests (Version 1.2.1)

2016
CADFtest: A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests (Version 0.3-3)

2008
CEEMDANML: CEEMDAN Decomposition Based Hybrid Machine Learning Models (Version 0.1.0)

2023
CryptRndTest: Statistical Tests for Cryptographic Randomness (Version 1.2.7)

2015
DescribeDF: Description of a Data Frame (Version 0.2.1)

2023
EQUALrepeat: Algorithm Driven Time Series Analysis for Researchers without Coding Skills (Version 0.4.0)

2024
FinTS: Companion to Tsay (2005) Analysis of Financial Time Series (Version 0.4-9)

2007
KarsTS: An Interface for Microclimate Time Series Analysis (Version 2.4.1)

2017
LSDsensitivity: Sensitivity Analysis Tools for LSD Simulations (Version 1.3.0)

2017
MisRepARMA: Misreported Time Series Analysis (Version 0.0.2)

2021
PdPDB: Pattern Discovery in PDB Structures of Metalloproteins (Version 2.0.1)

2016
PortRisk: Portfolio Risk Analysis (Version 1.1.0)

2014
RTDE: Robust Tail Dependence Estimation (Version 0.2-2)

2014
RcmdrPlugin.TeachStat: R Commander Plugin for Teaching Statistical Methods (Version 1.1.3)

2018
RcmdrPlugin.UCA: UCA Rcmdr Plug-in (Version 5.1-2)

2011
StReg: Student's t Regression Models (Version 1.1)

2023
StepwiseTest: Multiple Testing Method to Control Generalized Family-Wise Error Rate and False Discovery Proportion (Version 1.0)

2016
TSA: Time Series Analysis (Version 1.3.1)

2010
TSCS: Time Series Cointegrated System (Version 0.1.1)

2017
TrendSLR: Estimating Trend, Velocity and Acceleration from Sea Level Records (Version 1.0)

2019
VLTimeCausality: Variable-Lag Time Series Causality Inference Framework (Version 0.1.5)

2019
WaveletETS: Wavelet Based Error Trend Seasonality Model (Version 0.1.0)

2023
WaveletGBM: Wavelet Based Gradient Boosting Method (Version 0.1.0)

2023
WaveletKNN: Wavelet Based K-Nearest Neighbor Model (Version 0.1.0)

2023
WaveletLSTM: Wavelet Based LSTM Model (Version 0.1.0)

2023
WaveletML: Wavelet Decomposition Based Hybrid Machine Learning Models (Version 0.1.0)

2023
acp: Autoregressive Conditional Poisson (Version 2.1)

2014
ardl.nardl: Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach (Version 1.3.0)

2022
blocklength: Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap) (Version 0.1.5)

2021
broom: Convert Statistical Objects into Tidy Tibbles (Version 1.0.7)

2014
copula: Multivariate Dependence with Copulas (Version 1.1-4)

2005
decomposedPSF: Time Series Prediction with PSF and Decomposition Methods (EMD and EEMD) (Version 0.2)

2017
dyn: Time Series Regression (Version 0.2-9.6)

2005
earlywarnings: Early Warning Signals for Critical Transitions in Time Series (Version 1.1.29)

2013
egcm: Engle-Granger Cointegration Models (Version 1.0.13)

2014
erer: Empirical Research in Economics with R (Version 4.0)

2011
fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes (Version 2.2.7)

2017
fHMM: Fitting Hidden Markov Models to Financial Data (Version 1.4.1)

2021
facmodCS: Cross-Section Factor Models (Version 1.0)

2023
fastcpd: Fast Change Point Detection via Sequential Gradient Descent (Version 0.14.6)

2023
forecTheta: Forecasting Time Series by Theta Models (Version 2.6.2)

2015
forecast: Forecasting Functions for Time Series and Linear Models (Version 8.23.0)

2009
fpp: Data for "Forecasting: principles and practice" (Version 0.5)

2011
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.17)

2015
gimme: Group Iterative Multiple Model Estimation (Version 0.7-18)

2014
grangers: Inference on Granger-Causality in the Frequency Domain (Version 0.1.0)

2019
knnp: Time Series Prediction using K-Nearest Neighbors Algorithm (Parallel) (Version 2.0.0)

2018
lawstat: Tools for Biostatistics, Public Policy, and Law (Version 3.6)

2006
lfl: Linguistic Fuzzy Logic (Version 2.2.1)

2015
lg: Locally Gaussian Distributions: Estimation and Methods (Version 0.4.1)

2017
mFilter: Miscellaneous Time Series Filters (Version 0.1-5)

2006
mgarchBEKK: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes (Version 0.0.5)

2016
mlmts: Machine Learning Algorithms for Multivariate Time Series (Version 1.1.2)

2022
msltrend: Improved Techniques to Estimate Trend, Velocity and Acceleration from Sea Level Records (Version 1.0)

2016
nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model (Version 0.1.6)

2017
nonlinearTseries: Nonlinear Time Series Analysis (Version 0.3.1)

2013
nortsTest: Assessing Normality of Stationary Process (Version 1.1.2)

2020
pander: An R 'Pandoc' Writer (Version 0.6.5)

2012
predtoolsTS: Time Series Prediction Tools (Version 0.1.1)

2017
rlmDataDriven: Robust Regression with Data Driven Tuning Parameter (Version 0.4.0)

2018
rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS (Version 0.1.2)

2020
sdrt: Estimating the Sufficient Dimension Reduction Subspaces in Time Series (Version 1.0.0)

2024
skedastic: Handling Heteroskedasticity in the Linear Regression Model (Version 2.0.2)

2020
strucchange: Testing, Monitoring, and Dating Structural Changes (Version 1.5-4)

2001
strucchangeRcpp: Testing, Monitoring, and Dating Structural Changes: C++ Version (Version 1.5-4-1.0.0)

2021
timetk: A Tool Kit for Working with Time Series (Version 2.9.0)

2017
tsDyn: Nonlinear Time Series Models with Regime Switching (Version 11.0.5.2)

2006
tsbox: Class-Agnostic Time Series (Version 0.4.2)

2018
tsfeatures: Time Series Feature Extraction (Version 1.1.1)

2019
xts: eXtensible Time Series (Version 0.14.1)

2008
zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) (Version 1.8-12)

2004

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