[R] Updated tseries package

Adrian Trapletti Adrian.Trapletti at wu-wien.ac.at
Mon Sep 20 18:08:25 CEST 1999


Fritz just put the updated tseries package to CRAN. I mainly removed
(and corrected) code such that tseries fits together with package ts.
New code is White's and Teraesvirta's tests for neglected non-linearity
(also for the regression case). From the INDEX file:

NelPlo                   Nelson-Plosser Macroeconomic Time Series
adf.test                 Augmented Dickey-Fuller Test
amif                     Auto Mutual Information Function
bds.test                 BDS Test
portfolio.optim          Portfolio Optimization
quadmap                  Quadratic Map (Logistic Equation)
read.matrix              Read Matrix Data
read.ts                  Read Time Series Data
runs.test                Runs Test
surrogate                Generate Surrogate Data
tcm                      Yields on Treasury Securities
terasvirta.test          Teraesvirta Neural Network Test for
Nonlinearity
white.test               White Neural Network Test for Nonlinearity

Comments and suggestions are welcome!

Adrian


--
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti at wu-wien.ac.at



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