R: Financial Time Series Objects (Rmetrics)

# Financial Time Series Objects (Rmetrics)

## Documentation for package ‘timeSeries’ version 3062.100

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

A C D E F G H I L M N O P Q R S T U V W misc

timeSeries-package | Utilities and Tools Package

## -- A --

aggregate | timeSeries Class, Functions and Methods
aggregate-method | timeSeries Class, Functions and Methods
aggregate-methods | timeSeries Class, Functions and Methods
aggregate.timeSeries | timeSeries Class, Functions and Methods
align | timeSeries Class, Functions and Methods
align-method | timeSeries Class, Functions and Methods
align-methods | timeSeries Class, Functions and Methods
alignDailySeries | Special Daily Time Series
apply-method | Apply Functions Over Time Series Periods
applySeries | Apply Functions Over Time Series Periods
as | timeSeries Class, Coercion and Transformation
as.data.frame-method | timeSeries Class, Coercion and Transformation
as.data.frame.timeSeries | timeSeries Class, Coercion and Transformation
as.list-method | timeSeries Class, Coercion and Transformation
as.list.timeSeries | timeSeries Class, Coercion and Transformation
as.matrix-method | timeSeries Class, Coercion and Transformation
as.matrix.timeSeries | timeSeries Class, Coercion and Transformation
as.timeSeries | timeSeries Class, Coercion and Transformation
as.timeSeries.character | timeSeries Class, Coercion and Transformation
as.timeSeries.data.frame | timeSeries Class, Coercion and Transformation
as.timeSeries.default | timeSeries Class, Coercion and Transformation
as.timeSeries.ts | timeSeries Class, Coercion and Transformation
as.timeSeries.zoo | timeSeries Class, Coercion and Transformation
as.ts-method | timeSeries Class, Coercion and Transformation
as.ts.timeSeries | timeSeries Class, Coercion and Transformation
attach | Attach a timSeries to the search path
attach-method | Attach a timSeries to the search path
attributes | Get and Set Optional Attributes of a 'timeSeries'

## -- C --

cbind | Bind two timeSeries objects
cbind.timeSeries | Bind two timeSeries objects
cbind2 | Bind two timeSeries objects
cbind2-method | Bind two timeSeries objects
coerce-method | timeSeries Class, Coercion and Transformation
colAvgs | Column Statistics
colCum | Cumulated Column Statistics
colCummaxs | Cumulated Column Statistics
colCummaxs-method | Cumulated Column Statistics
colCummins | Cumulated Column Statistics
colCummins-method | Cumulated Column Statistics
colCumprods | Cumulated Column Statistics
colCumprods-method | Cumulated Column Statistics
colCumreturns | Cumulated Column Statistics
colCumreturns-method | Cumulated Column Statistics
colCumsums | Cumulated Column Statistics
colCumsums-method | Cumulated Column Statistics
colKurtosis | Column Statistics
colMaxs | Column Statistics
colMeans-method | Column Statistics
colMins | Column Statistics
colnames-method | Time Series Columns and Rows
colnames<--method | Time Series Columns and Rows
colProds | Column Statistics
colQuantiles | Column Statistics
colSds | Column Statistics
colSkewness | Column Statistics
colStats | Column Statistics
colStdevs | Column Statistics
colSums-method | Column Statistics
colVars | Column Statistics
comment-method | comment for timeSeries objects
comment<--method | comment for timeSeries objects
cor-method | Time Series Correlations
cor-methods | Time Series Correlations
coredata | Get and Set Data of a 'timeSeries'
coredata-method | Get and Set Data of a 'timeSeries'
coredata<- | Get and Set Data of a 'timeSeries'
coredata<--method | Get and Set Data of a 'timeSeries'
countMonthlyRecords | Special Monthly Series
cov-method | Time Series Correlations
cov-methods | Time Series Correlations
cummax-method | Mathematical Time Series Operations
cummin-method | Mathematical Time Series Operations
cumprod-method | Mathematical Time Series Operations
cumsum-method | Mathematical Time Series Operations
cumulated | Cumulated Time Series from Returns
cumulated.default | Cumulated Time Series from Returns
cut-method | Subsettig Time Series
cut.timeSeries | Subsettig Time Series

## -- D --

daily | Special Daily Time Series
daily2monthly | timeSeries Class, Functions and Methods
daily2weekly | timeSeries Class, Functions and Methods
dcauchy-method | Time Series Correlations
dcauchy-methods | Time Series Correlations
description | Creates Date and User Information
diff | diff
diff-method | diff
dim-method | Time Series Columns and Rows
dim<--method | Time Series Columns and Rows
dimnames-method | Time Series Columns and Rows
dimnames<--method | Time Series Columns and Rows
dnorm-method | Time Series Correlations
dnorm-methods | Time Series Correlations
documentation | Get and Set Optional Attributes of a 'timeSeries'
drawdowns | Calculations of Drawdowns
drawdownsStats | Calculations of Drawdowns
dt-method | Time Series Correlations
dt-methods | Time Series Correlations
dummyDailySeries | Special Daily Time Series
dummySeries | Special Daily Time Series
durations | Durations from a Time Series
durationSeries | Durations from a Time Series

## -- E --

end-method | Start and End of a 'timeSeries'
end.timeSeries | Start and End of a 'timeSeries'
endOfPeriod | End-of-Period Series, Stats, and Benchmarks
endOfPeriodBenchmarks | End-of-Period Series, Stats, and Benchmarks
endOfPeriodSeries | End-of-Period Series, Stats, and Benchmarks
endOfPeriodStats | End-of-Period Series, Stats, and Benchmarks

## -- F --

fapply | Apply Functions Over Time Series Periods
filter-method | Linear Filtering on a Time Series
finCenter-method | Get and Set Financial Center of a 'timeSeries'
finCenter<--method | Get and Set Financial Center of a 'timeSeries'
frequency-method | Checks if a time series is regular

## -- G --

getAttributes | Get and Set Optional Attributes of a 'timeSeries'
getDataPart-method | DataPart,timeSeries-method
getFinCenter | Get and Set Financial Center of a 'timeSeries'
getReturns | Financial Returns
getTime | Get and Set Time stamps of a 'timeSeries'
getUnits | Get and Set Unit Names of a 'timeSeries'
getUnits.default | Get and Set Unit Names of a 'timeSeries'

## -- H --

hclustColnames | Reorder Column Names of a Time Series
head-method | Subsettig Time Series
head.timeSeries | Subsettig Time Series

## -- I --

index2wealth | Conversion of an index to wealth
index_timeSeries | timeSeries Class
index_timeSeries-class | timeSeries Class
initialize-method | timeSeries Class
interpNA | Handling Missing Time Series Values
is.na-method | timeSeries Class, Coercion and Transformation
is.signalSeries | timeSeries Class, Coercion and Transformation
is.timeSeries | timeSeries Class, Coercion and Transformation
is.unsorted-method | timeSeries Class, Coercion and Transformation
isDaily-method | Checks if a time series is regular
isMonthly-method | Checks if a time series is regular
isMultivariate | Checks if a Time Series is Univariate
isQuarterly-method | Checks if a time series is regular
isRegular-method | Checks if a time series is regular
isUnivariate | Checks if a Time Series is Univariate

## -- L --

lag | Lag a Time Series
lag-method | Lag a Time Series
lag.timeSeries | Lag a Time Series
lines-method | Plot a Time Series
log-method | Mathematical Time Series Operations
LPP2005REC | Time Series Data Sets

## -- M --

math | Mathematical Time Series Operations
Math-method | Mathematical Time Series Operations
Math2-method | Mathematical Time Series Operations
mean-method | Methods for 'timeSeries' object
median-method | Mathematical Time Series Operations
median.timeSeries | Mathematical Time Series Operations
merge | Merges two 'timeSeries' objects
merge-method | Merges two 'timeSeries' objects
midquotes | Spreads and Mid Quotes
midquoteSeries | Spreads and Mid Quotes
model.frame | Model Frames for Time Series Objects
model.frame.default-method | Model Frames for Time Series Objects
monthly | Special Monthly Series
MSFT | Time Series Data Sets

## -- N --

na | Handling Missing Time Series Values
na.contiguous-method | Find Longest Contiguous Stretch of non-NAs
na.omit | Handling Missing Time Series Values
na.omit-method | Handling Missing Time Series Values
na.omit.timeSeries | Handling Missing Time Series Values
names-method | Time Series Columns and Rows
names<--method | Time Series Columns and Rows
newPositions<- | Deprecated functions in timeSeries package

## -- O --

Ops-method | Mathematical Time Series Operations
orderColnames | Reorder Column Names of a Time Series
orderStatistics | order Statistics
outlier | Subsettig Time Series
outlier-method | Subsettig Time Series

## -- P --

pcaColnames | Reorder Column Names of a Time Series
plot | Plot a Time Series
plot-method | Plot a Time Series
points-method | Plot a Time Series
pretty.timeSeries | Plot a Time Series
print-method | Print a Time Series

## -- Q --

quantile-method | Mathematical Time Series Operations
quantile.timeSeries | Mathematical Time Series Operations

## -- R --

rank-method | Sample Ranks of a Time Series
rbind | Bind two timeSeries objects
rbind.timeSeries | Bind two timeSeries objects
rbind2 | Bind two timeSeries objects
rbind2-method | Bind two timeSeries objects
readSeries | Reads a 'timeSeries' from a File
removeNA | Handling Missing Time Series Values
returns | Financial Returns
returns-method | Financial Returns
returns0 | Financial Returns
returnSeries | Financial Returns
rev-method | Reversion of a 'timeSeries'
rev.timeSeries | Reversion of a 'timeSeries'
rollDailySeries | Special Daily Time Series
rollMax | Rolling Statistics
rollMean | Rolling Statistics
rollMedian | Rolling Statistics
rollMin | Rolling Statistics
rollMonthlySeries | Special Monthly Series
rollMonthlyWindows | Special Monthly Series
rollStats | Rolling Statistics
rowCum | Cumulated Column Statistics
rowCumsums | Cumulated Column Statistics
rowCumsums-method | Cumulated Column Statistics
rownames-method | Time Series Columns and Rows
rownames<--method | Time Series Columns and Rows
runlengths | Runlengths of a Time Series

## -- S --

sample-method | Get and Set Time stamps of a 'timeSeries'
sampleColnames | Reorder Column Names of a Time Series
sd-method | Time Series Correlations
sd-methods | Time Series Correlations
series | Get and Set Data of a 'timeSeries'
series-method | Get and Set Data of a 'timeSeries'
series<- | Get and Set Data of a 'timeSeries'
series<--method | Get and Set Data of a 'timeSeries'
seriesData | timeSeries Class
seriesPositions | Deprecated functions in timeSeries package
setAttributes<- | Get and Set Optional Attributes of a 'timeSeries'
setDataPart-method | DataPart,timeSeries-method
setFinCenter<- | Get and Set Financial Center of a 'timeSeries'
setTime<- | Get and Set Time stamps of a 'timeSeries'
setUnits<- | Get and Set Unit Names of a 'timeSeries'
show-method | Print a Time Series
smoothLowess | Smoothes Time Series Objects
smoothSpline | Smoothes Time Series Objects
smoothSupsmu | Smoothes Time Series Objects
sort-method | Sorting a 'timeSeries' by Time Stamps
sort.timeSeries | Sorting a 'timeSeries' by Time Stamps
sortColnames | Reorder Column Names of a Time Series
splits | splits
spreads | Spreads and Mid Quotes
spreadSeries | Spreads and Mid Quotes
start-method | Start and End of a 'timeSeries'
start.timeSeries | Start and End of a 'timeSeries'
statsColnames | Reorder Column Names of a Time Series
str | timeSeries Object Structure
str-method | timeSeries Object Structure
substituteNA | Handling Missing Time Series Values
Summary-method | Mathematical Time Series Operations
summary-method | Methods for 'timeSeries' object

## -- T --

t-method | timeSeries Transpose
tail-method | Subsettig Time Series
tail.timeSeries | Subsettig Time Series
time | Get and Set Time stamps of a 'timeSeries'
time-method | Get and Set Time stamps of a 'timeSeries'
time.timeSeries | Get and Set Time stamps of a 'timeSeries'
time<- | Get and Set Time stamps of a 'timeSeries'
time<-.timeSeries | Get and Set Time stamps of a 'timeSeries'
timeSeries | timeSeries Class
timeSeries-class | timeSeries Class
timeSeries-method | timeSeries Class
TimeSeriesClass | timeSeries Class
TimeSeriesData | Time Series Data Sets
TimeSeriesSubsettings | Subsettig Time Series
time_timeSeries | timeSeries Class
time_timeSeries-class | timeSeries Class
trunc-method | Mathematical Time Series Operations
turns | Turning Points of a Time Series
turnsStats | Turning Points of a Time Series

## -- U --

USDCHF | Time Series Data Sets

## -- V --

var-method | Time Series Correlations
var-methods | Time Series Correlations

## -- W --

window | window
window-method | Subsettig Time Series
window.timeSeries | Subsettig Time Series

## -- misc --

$-method | Subsettig Time Series
$<--method | Subsettig Time Series
%*%-method | Mathematical Time Series Operations
+-method | Mathematical Time Series Operations
--method | Mathematical Time Series Operations
[-method | Subsettig Time Series
[<--method | Subsettig Time Series