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tseries

swMATH ID: 4509
Software Authors: Adrian Trapletti
Description: R package tseries: Time series analysis and computational finance , Package for time series analysis and computational finance
Homepage: http://cran.r-project.org/web/packages/tseries/
Source Code:  https://github.com/cran/tseries
Operating Systems: Linux, Windows, MacOS X
Dependencies: R (≥ 2.10.0), quadprog, stats, zoo
Keywords: econometrics; environmetrics; finance; time series; R
Related Software: R; forecast; zoo; xts; ggplot2; Kernlab; RMetrics; lubridate; CRAN Task Views; quantmod; nortest; fGarch; vars; Rugarch; strucchange; sandwich; timeSeries; copula; copula; dplyr
Cited in: 23 Publications

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