# Rmetrics - The Dynamical Process Behind Markets

## Documentation for package `fSeries' version 221.10065

## Help Pages

A B C D E F G H I J K L M N P Q R S T U W X

## -- A --

absMoments | GARCH Distributions and Parameter Estimation
absvalFit | Long Range Dependence Modelling
adfTest | Unit Root Time Series Tests
aggvarFit | Long Range Dependence Modelling
armaFischer | Integrated ARMA Time Series Modelling
armaFit | Integrated ARMA Time Series Modelling
ArmaModelling | Integrated ARMA Time Series Modelling
armaRoots | Integrated ARMA Time Series Modelling
armaSim | Integrated ARMA Time Series Modelling
armaToeplitz | Integrated ARMA Time Series Modelling
armaTrueacf | Integrated ARMA Time Series Modelling

## -- B --

bdsTest | Time Series Tests
black.ts | fSeries Data Sets
Boxcar | Haviside and Related Functions
boxperFit | Long Range Dependence Modelling

## -- C --

cac40 | fSeries Data Sets
ChaoticTimeSeries | Chaotic Time Series Modelling
CTLD | Terence Mill's Data Sets

## -- D --

dciti.txt | Ruey Tsay's Data Sets
dcscointc.txt | Ruey Tsay's Data Sets
dcscoy99ln.txt | Ruey Tsay's Data Sets
Delta | Haviside and Related Functions
dem2gbp | fSeries Data Sets
dfTable | Unit Root Distributions
dged | GARCH Distributions and Parameter Estimation
dgnp82.txt | Ruey Tsay's Data Sets
dibmln.txt | Ruey Tsay's Data Sets
dibmln98.txt | Ruey Tsay's Data Sets
dibmln99.txt | Ruey Tsay's Data Sets
diffvarFit | Long Range Dependence Modelling
dintc.txt | Ruey Tsay's Data Sets
dmmm.txt | Ruey Tsay's Data Sets
dmsft.txt | Ruey Tsay's Data Sets
dsged | GARCH Distributions and Parameter Estimation
dsnorm | GARCH Distributions and Parameter Estimation
dsstd | GARCH Distributions and Parameter Estimation
dstd | GARCH Distributions and Parameter Estimation
dvwew.txt | Ruey Tsay's Data Sets

## -- E --

EXCHD | Terence Mill's Data Sets
exchperc.txt | Ruey Tsay's Data Sets
EXCHQ | Terence Mill's Data Sets

## -- F --

falsennPlot | Chaotic Time Series Modelling
farimaSim | Long Range Dependence Modelling
farimaTrueacf | Long Range Dependence Modelling
farimaTruefft | Long Range Dependence Modelling
fARMA | Integrated ARMA Time Series Modelling
fARMA-class | Integrated ARMA Time Series Modelling
fbmSim | Long Range Dependence Modelling
fGARCH-class | Univariate GARCH Time Series Modelling
fgnSim | Long Range Dependence Modelling
fgnTrueacf | Long Range Dependence Modelling
fgnTruefft | Long Range Dependence Modelling
fHURST | Long Range Dependence Modelling
fHURST-class | Long Range Dependence Modelling
fitted.fARMA | Integrated ARMA Time Series Modelling
fitted.fGARCH | Univariate GARCH Time Series Modelling
fSeriesData | fSeries Data Sets
FT30 | Terence Mill's Data Sets
FTADIV | Terence Mill's Data Sets
FTAPRICE | Terence Mill's Data Sets
FTARET | Terence Mill's Data Sets
FTSE100 | Terence Mill's Data Sets

## -- G --

GarchDistributions | GARCH Distributions and Parameter Estimation
garchFit | Univariate GARCH Time Series Modelling
garchKappa | Univariate GARCH Time Series Modelling
GarchModelling | Univariate GARCH Time Series Modelling
garchOxFit | R Interface for Garch Ox
GarchOxInterface | R Interface for Garch Ox
garchSim | Univariate GARCH Time Series Modelling
garchSpec | Univariate GARCH Time Series Modelling
garchSpec-class | Univariate GARCH Time Series Modelling
gedFit | GARCH Distributions and Parameter Estimation
gnptbill | fSeries Data Sets

## -- H --

H | Haviside and Related Functions
HeavisideFunction | Haviside and Related Functions
henonSim | Chaotic Time Series Modelling
higuchiFit | Long Range Dependence Modelling
hkja.txt | Ruey Tsay's Data Sets

## -- I --

ibm.txt.txt | Ruey Tsay's Data Sets
ibm1to5dur.txt | Ruey Tsay's Data Sets
ibm91ads.txt | Ruey Tsay's Data Sets
ibm91adsx.txt | Ruey Tsay's Data Sets
ibm9912tp.txt | Ruey Tsay's Data Sets
ibmbj | fSeries Data Sets
ibmdurad.txt | Ruey Tsay's Data Sets
ibmy98.txt | Ruey Tsay's Data Sets
ikedaSim | Chaotic Time Series Modelling

## -- J --

jnj.dat | Ruey Tsay's Data Sets

## -- K --

klein | fSeries Data Sets
kmenta | fSeries Data Sets

## -- L --

LGEN | Terence Mill's Data Sets
logisticSim | Chaotic Time Series Modelling
LongRangeDependence | Long Range Dependence Modelling
lorentzSim | Chaotic Time Series Modelling
lyapunovPlot | Chaotic Time Series Modelling

## -- M --

m3m4699.txt | Ruey Tsay's Data Sets
m5cln.txt | Ruey Tsay's Data Sets
mew.txt | Ruey Tsay's Data Sets
mgeln.txt | Ruey Tsay's Data Sets
mgs.txt | Ruey Tsay's Data Sets
mgs1n3.txt | Ruey Tsay's Data Sets
mibmln.txt | Ruey Tsay's Data Sets
mibmln99.txt | Ruey Tsay's Data Sets
mibmsp6299.txt | Ruey Tsay's Data Sets
mibmspln.txt | Ruey Tsay's Data Sets
mibmsplnsu.txt | Ruey Tsay's Data Sets
MillsData | Terence Mill's Data Sets
mintc.txt | Ruey Tsay's Data Sets
mmmm.txt | Ruey Tsay's Data Sets
msp6299.txt | Ruey Tsay's Data Sets
mutualPlot | Chaotic Time Series Modelling
mvw.txt | Ruey Tsay's Data Sets

## -- N --

nelsonplosser | fSeries Data Sets
normFit | GARCH Distributions and Parameter Estimation
nyseres | fSeries Data Sets

## -- P --

pdftest | Unit Root Distributions
pengFit | Long Range Dependence Modelling
perFit | Long Range Dependence Modelling
pged | GARCH Distributions and Parameter Estimation
plot.fARMA | Integrated ARMA Time Series Modelling
plot.fGARCH | Univariate GARCH Time Series Modelling
plot.garchOx | R Interface for Garch Ox
predict.fARMA | Integrated ARMA Time Series Modelling
predict.fGARCH | Univariate GARCH Time Series Modelling
print.fARMA | Integrated ARMA Time Series Modelling
print.fGARCH | Univariate GARCH Time Series Modelling
print.garchOx | R Interface for Garch Ox
print.garchSpec | Univariate GARCH Time Series Modelling
PRU | Terence Mill's Data Sets
psged | GARCH Distributions and Parameter Estimation
psnorm | GARCH Distributions and Parameter Estimation
psstd | GARCH Distributions and Parameter Estimation
pstd | GARCH Distributions and Parameter Estimation
punitroot | Unit Root Distributions

## -- Q --

qdftest | Unit Root Distributions
qged | GARCH Distributions and Parameter Estimation
qgnp.txt | Ruey Tsay's Data Sets
qsged | GARCH Distributions and Parameter Estimation
qsnorm | GARCH Distributions and Parameter Estimation
qsstd | GARCH Distributions and Parameter Estimation
qstd | GARCH Distributions and Parameter Estimation
qunemrate.txt | Ruey Tsay's Data Sets
qunitroot | Unit Root Distributions

## -- R --

R20 | Terence Mill's Data Sets
R20Q | Terence Mill's Data Sets
Ramp | Haviside and Related Functions
recession | fSeries Data Sets
recurrencePlot | Chaotic Time Series Modelling
residuals.fARMA | Integrated ARMA Time Series Modelling
residuals.fGARCH | Univariate GARCH Time Series Modelling
rf.30day | fSeries Data Sets
rged | GARCH Distributions and Parameter Estimation
roesslerSim | Chaotic Time Series Modelling
RPI | Terence Mill's Data Sets
RS | Terence Mill's Data Sets
rsFit | Long Range Dependence Modelling
rsged | GARCH Distributions and Parameter Estimation
rsnorm | GARCH Distributions and Parameter Estimation
RSQ | Terence Mill's Data Sets
RSQREAL | Terence Mill's Data Sets
rsstd | GARCH Distributions and Parameter Estimation
rstd | GARCH Distributions and Parameter Estimation

## -- S --

separationPlot | Chaotic Time Series Modelling
SeriesTools | fSeries Tools
sgedFit | GARCH Distributions and Parameter Estimation
show,fHURST-method | Long Range Dependence Modelling
show.fHURST | Long Range Dependence Modelling
Sign | Haviside and Related Functions
snormFit | GARCH Distributions and Parameter Estimation
SP500 | Terence Mill's Data Sets
sp500.txt | Ruey Tsay's Data Sets
SP500D | Terence Mill's Data Sets
sp500dge | fSeries Data Sets
sp500index | fSeries Data Sets
SP500R | Terence Mill's Data Sets
sp5may.txt | Ruey Tsay's Data Sets
sstdFit | GARCH Distributions and Parameter Estimation
stdFit | GARCH Distributions and Parameter Estimation
summary.fARMA | Integrated ARMA Time Series Modelling
summary.fGARCH | Univariate GARCH Time Series Modelling
summary.garchOx | R Interface for Garch Ox
surex1.ts | fSeries Data Sets

## -- T --

tentSim | Chaotic Time Series Modelling
TimeSeriesTests | Time Series Tests
tnnTest | Time Series Tests
TsayData | Ruey Tsay's Data Sets
tsTest | Time Series Tests

## -- U --

UnitrootDistribution | Unit Root Distributions
unitrootTest | Unit Root Time Series Tests
UnitrootTests | Unit Root Time Series Tests
urdfTest | Unit Root Time Series Tests
urersTest | Unit Root Time Series Tests
urkpssTest | Unit Root Time Series Tests
urppTest | Unit Root Time Series Tests
urspTest | Unit Root Time Series Tests
urTest | Unit Root Time Series Tests
urzaTest | Unit Root Time Series Tests

## -- W --

waveletFit | Long Range Dependence Modelling
wgs1yr.txt | Ruey Tsay's Data Sets
wgs3c.txt | Ruey Tsay's Data Sets
wgs3n1c.txt | Ruey Tsay's Data Sets
wgs3yr.txt | Ruey Tsay's Data Sets
whittleFit | Long Range Dependence Modelling
wnnTest | Time Series Tests
wtb3ms.txt | Ruey Tsay's Data Sets
wtb6ms.txt | Ruey Tsay's Data Sets

## -- X --

xmpfSeries | fSeries Tools
xmpSeries | fSeries Tools