NelPlo Nelson-Plosser Macroeconomic Time Series USeconomic U.S. Economic Variables adf.test Augmented Dickey-Fuller Test arma Fit ARMA Models to Time Series arma-methods Methods for Fitted ARMA Models bds.test BDS Test bev Beveridge Wheat Price Index, 1500-1869. camp Mount Campito Yearly Treering Data, -3435-1969. garch Fit GARCH Models to Time Series garch-methods Methods for Fitted GARCH Models get.hist.quote Download Historical Finance Data ice.river Icelandic River Data irts Irregularly Spaced Time-Series irts-functions Basic Functions for Irregular Time-Series Objects irts-methods Methods for Irregular Time-Series Objects 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 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 Summarizing ARMA Model Fits 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 Teraesvirta Neural Network Test for Nonlinearity tsbootstrap Bootstrap for General Stationary Data white.test White Neural Network Test for Nonlinearity