Time Series Analysis and Computational Finance
Augmented Dickey--Fuller Test
Methods for Fitted ARMA Models
Fit ARMA Models to Time Series
BDS Test
Methods for Fitted GARCH Models
Fit GARCH Models to Time Series
Download Historical Finance Data
Basic Functions for Irregular Time-Series Objects
Methods for Irregular Time-Series Objects
Irregularly Spaced Time-Series
Jarque--Bera Test
KPSS Test for Stationarity
Maximum Drawdown or Maximum Loss
NA Handling Routines for Time Series
Plot Open-High-Low-Close Bar Chart
Phillips--Ouliaris Cointegration Test
Portfolio Optimization
Phillips--Perron Unit Root Test
Quadratic Map (Logistic Equation)
Read Matrix Data
Read Time Series Data
Runs Test
Plot Two Time Series
Sharpe Ratio
Sterling Ratio
Summarizing ARMA Model Fits
Summarizing GARCH Model Fits
Generate Surrogate Data and Statistics
Teraesvirta Neural Network Test for Nonlinearity
Bootstrap for General Stationary Data
White Neural Network Test for Nonlinearity
Time series analysis and computational finance.