Financial Software Collection - fSeries


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Documentation for package `fSeries' version 201.10060

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A B C D E F G H I K L M N P Q R S T U W X

-- A --

absvalFit Long Memory Behaviour of Time Series
adfTest Unit Root Time Series Tests
aggvarFit Long Memory Behaviour of Time Series
aparchFit Univariate GARCH Time Series Modelling
aparchSim Univariate GARCH Time Series Modelling
armaFischer Integrated ARMA Time Series Modelling
armaFit Integrated ARMA Time Series Modelling
ArmaModelling Integrated ARMA Time Series Modelling
armaRoots Integrated ARMA Time Series Modelling
armaSim Integrated ARMA Time Series Modelling
armaToeplitz Integrated ARMA Time Series Modelling
armaTrueacf Integrated ARMA Time Series Modelling

-- B --

bdsTest Time Series Tests
black.ts fSeries Data Sets
Boxcar Haviside and Related Functions
boxperFit Long Memory Behaviour of Time Series

-- C --

cac40 fSeries Data Sets
ChaoticTimeSeries Chaotic Time Series Modelling
ckFARIMA0 Long Memory Behaviour of Time Series
ckFGN0 Long Memory Behaviour of Time Series
CTLD Terence Mill's Data Sets

-- D --

Delta Haviside and Related Functions
dem2gbp fSeries Data Sets
dged GARCH Distributions
diffvarFit Long Memory Behaviour of Time Series
dsged GARCH Distributions
dsnorm GARCH Distributions
dsstd GARCH Distributions
dstd GARCH Distributions

-- E --

EXCHD Terence Mill's Data Sets
EXCHQ Terence Mill's Data Sets

-- F --

fAPARCH Univariate GARCH Time Series Modelling
fAPARCH-class Univariate GARCH Time Series Modelling
farimaSim Long Memory Behaviour of Time Series
fARMA Integrated ARMA Time Series Modelling
fARMA-class Integrated ARMA Time Series Modelling
fbmSim Long Memory Behaviour of Time Series
fGARCH Univariate GARCH Time Series Modelling
fGARCH-class Univariate GARCH Time Series Modelling
fgnSim Long Memory Behaviour of Time Series
fHURST Long Memory Behaviour of Time Series
fHURST-class Long Memory Behaviour of Time Series
fitted.values.fARMA Integrated ARMA Time Series Modelling
fitted.values.fGARCH Univariate GARCH Time Series Modelling
FT30 Terence Mill's Data Sets
FTADIV Terence Mill's Data Sets
FTAPRICE Terence Mill's Data Sets
FTARET Terence Mill's Data Sets
FTSE100 Terence Mill's Data Sets

-- G --

GarchDistributionFits Parameter Fit of a Distribution
GarchDistributions GARCH Distributions
garchFit Univariate GARCH Time Series Modelling
GarchModelling Univariate GARCH Time Series Modelling
garchOxFit R Interface for Garch Ox
garchSim Univariate GARCH Time Series Modelling
gedFit Parameter Fit of a Distribution
get.lcgseed Generator for Portable Random Innovations
gkFARIMA0 Long Memory Behaviour of Time Series
gkFGN0 Long Memory Behaviour of Time Series

-- H --

H Haviside and Related Functions
HeavisideFunction Haviside and Related Functions
henonSim Chaotic Time Series Modelling
higuchiFit Long Memory Behaviour of Time Series

-- I --

ibmbj fSeries Data Sets
ikedaSim Chaotic Time Series Modelling

-- K --

klein fSeries Data Sets
kmenta fSeries Data Sets

-- L --

LGEN Terence Mill's Data Sets
logisticSim Chaotic Time Series Modelling
LongMemoryModelling Long Memory Behaviour of Time Series
lorentzSim Chaotic Time Series Modelling

-- M --

MillsData Terence Mill's Data Sets

-- N --

nelsonplosser fSeries Data Sets
normFit Parameter Fit of a Distribution
nyseres fSeries Data Sets

-- P --

pengFit Long Memory Behaviour of Time Series
perFit Long Memory Behaviour of Time Series
pged GARCH Distributions
plot.fAPARCH Univariate GARCH Time Series Modelling
plot.fARMA Integrated ARMA Time Series Modelling
plot.fGARCH Univariate GARCH Time Series Modelling
plot.garchOx R Interface for Garch Ox
PortableRandomInnovations Generator for Portable Random Innovations
predict.fAPARCH Univariate GARCH Time Series Modelling
predict.fARMA Integrated ARMA Time Series Modelling
predict.fGARCH Univariate GARCH Time Series Modelling
print.fAPARCH Univariate GARCH Time Series Modelling
print.fARMA Integrated ARMA Time Series Modelling
print.fGARCH Univariate GARCH Time Series Modelling
print.garchOx R Interface for Garch Ox
print.summary.fAPARCH Univariate GARCH Time Series Modelling
print.summary.fGARCH Univariate GARCH Time Series Modelling
PRU Terence Mill's Data Sets
psged GARCH Distributions
psnorm GARCH Distributions
psstd GARCH Distributions
pstd GARCH Distributions
punitroot Unit Root Distribution

-- Q --

qged GARCH Distributions
qsged GARCH Distributions
qsnorm GARCH Distributions
qsstd GARCH Distributions
qstd GARCH Distributions
qunitroot Unit Root Distribution

-- R --

R20 Terence Mill's Data Sets
R20Q Terence Mill's Data Sets
Ramp Haviside and Related Functions
recession fSeries Data Sets
residuals.fARMA Integrated ARMA Time Series Modelling
residuals.fGARCH Univariate GARCH Time Series Modelling
rf.30day fSeries Data Sets
rged GARCH Distributions
rnorm.lcg Generator for Portable Random Innovations
roesslerSim Chaotic Time Series Modelling
RPI Terence Mill's Data Sets
RS Terence Mill's Data Sets
rsFit Long Memory Behaviour of Time Series
rsged GARCH Distributions
rsnorm GARCH Distributions
RSQ Terence Mill's Data Sets
RSQREAL Terence Mill's Data Sets
rsstd GARCH Distributions
rstd GARCH Distributions
rt.lcg Generator for Portable Random Innovations
runif.lcg Generator for Portable Random Innovations

-- S --

SeriesData fSeries Data Sets
SeriesTools fSeries Tools
set.lcgseed Generator for Portable Random Innovations
sgedFit Parameter Fit of a Distribution
show,fHURST-method Long Memory Behaviour of Time Series
show.fHURST Long Memory Behaviour of Time Series
Sign Haviside and Related Functions
snormFit Parameter Fit of a Distribution
SP500 Terence Mill's Data Sets
SP500D Terence Mill's Data Sets
sp500dge fSeries Data Sets
SP500R Terence Mill's Data Sets
sstdFit Parameter Fit of a Distribution
stdFit Parameter Fit of a Distribution
summary.fAPARCH Univariate GARCH Time Series Modelling
summary.fARMA Integrated ARMA Time Series Modelling
summary.fGARCH Univariate GARCH Time Series Modelling
summary.garchOx R Interface for Garch Ox
surex1.ts fSeries Data Sets

-- T --

TimeSeriesTests Time Series Tests
tnnTest Time Series Tests
tsTest Time Series Tests

-- U --

UnitrootDistribution Unit Root Distribution
unitrootTest Unit Root Time Series Tests
UnitrootTests Unit Root Time Series Tests
urersTest Unit Root Time Series Tests
urkpssTest Unit Root Time Series Tests
urppTest Unit Root Time Series Tests
urspTest Unit Root Time Series Tests
urTest Unit Root Time Series Tests
urzaTest Unit Root Time Series Tests

-- W --

waveletFit Long Memory Behaviour of Time Series
whittleFit Long Memory Behaviour of Time Series
wnnTest Time Series Tests

-- X --

xmpfSeries fSeries Tools
xmpSeries fSeries Tools