Package index • tseries

All functions
`NelPlo`	Nelson–Plosser Macroeconomic Time Series
`USeconomic`	U.S. Economic Variables
`adf.test()`	Augmented Dickey–Fuller Test
`coef(<arma>)` `vcov(<arma>)` `residuals(<arma>)` `fitted(<arma>)` `print(<arma>)` `plot(<arma>)`	Methods for Fitted ARMA Models
`arma()`	Fit ARMA Models to Time Series
`bds.test()`	BDS Test
`bev`	Beveridge Wheat Price Index, 1500–1869.
`camp`	Mount Campito Yearly Treering Data, -3435–1969.
`predict(<garch>)` `coef(<garch>)` `vcov(<garch>)` `residuals(<garch>)` `fitted(<garch>)` `print(<garch>)` `plot(<garch>)` `logLik(<garch>)`	Methods for Fitted GARCH Models
`garch()` `garch.control()`	Fit GARCH Models to Time Series
`get.hist.quote()`	Download Historical Finance Data
`ice.river`	Icelandic River Data
`daysecond()` `approx.irts()` `is.businessday()` `is.weekend()` `read.irts()` `weekday()` `write.irts()`	Basic Functions for Irregular Time-Series Objects
`lines(<irts>)` `plot(<irts>)` `points(<irts>)` `print(<irts>)` `time(<irts>)` `value(<irts>)` `[`(<irts>)	Methods for Irregular Time-Series Objects
`irts()` `as.irts()` `is.irts()`	Irregularly Spaced Time-Series
`jarque.bera.test()`	Jarque–Bera Test
`kpss.test()`	KPSS Test for Stationarity
`maxdrawdown()`	Maximum Drawdown or Maximum Loss
`na.remove()`	NA Handling Routines for Time Series
`nino`	Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
`plotOHLC()`	Plot Open-High-Low-Close Bar Chart
`po.test()`	Phillips–Ouliaris Cointegration Test
`portfolio.optim(<default>)`	Portfolio Optimization
`pp.test()`	Phillips–Perron Unit Root Test
`quadmap()`	Quadratic Map (Logistic Equation)
`read.matrix()`	Read Matrix Data
`read.ts()`	Read Time Series Data
`runs.test()`	Runs Test
`seqplot.ts()`	Plot Two Time Series
`sharpe()`	Sharpe Ratio
`sterling()`	Sterling Ratio
`summary(<arma>)` `print(<summary.arma>)`	Summarizing ARMA Model Fits
`summary(<garch>)` `print(<summary.garch>)`	Summarizing GARCH Model Fits
`surrogate()`	Generate Surrogate Data and Statistics
`tcm`	Monthly Yields on Treasury Securities
`tcmd`	Daily Yields on Treasury Securities
`terasvirta.test(<ts>)` `terasvirta.test(<default>)`	Teraesvirta Neural Network Test for Nonlinearity
`tsbootstrap()`	Bootstrap for General Stationary Data
`white.test(<ts>)` `white.test(<default>)`	White Neural Network Test for Nonlinearity

Reference

All functions