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| adf.test | Augmented Dickey-Fuller Test |
| amif | Auto Mutual Information Function |
| bds.test | BDS Test |
| coef.garch | Fit GARCH Models to Time Series |
| fitted.garch | Fit GARCH Models to Time Series |
| garch | Fit GARCH Models to Time Series |
| get.hist.quote | Download Historical Finance Data |
| jarque.bera.test | Jarque-Bera Test |
| na.remove | NA Handling Routines for Time Series |
| na.remove.default | NA Handling Routines for Time Series |
| na.remove.ts | NA Handling Routines for Time Series |
| NelPlo | Nelson-Plosser Macroeconomic Time Series |
| plot.amif | Auto Mutual Information Function |
| plot.garch | Fit GARCH Models to Time Series |
| portfolio.optim | Portfolio Optimization |
| portfolio.optim.default | Portfolio Optimization |
| portfolio.optim.ts | Portfolio Optimization |
| predict.garch | Fit GARCH Models to Time Series |
| print.bdstest | BDS Test |
| print.garch | Fit GARCH Models to Time Series |
| print.summary.garch | Fit GARCH Models to Time Series |
| quadmap | Quadratic Map (Logistic Equation) |
| read.matrix | Read Matrix Data |
| read.ts | Read Time Series Data |
| residuals.garch | Fit GARCH Models to Time Series |
| runs.test | Runs Test |
| summary.garch | Fit GARCH Models to Time Series |
| surrogate | Generate Surrogate Data |
| tcm | Yields on Treasury Securities |
| terasvirta.test | Teraesvirta Neural Network Test for Nonlinearity |
| terasvirta.test.default | Teraesvirta Neural Network Test for Nonlinearity |
| terasvirta.test.ts | Teraesvirta Neural Network Test for Nonlinearity |
| white.test | White Neural Network Test for Nonlinearity |
| white.test.default | White Neural Network Test for Nonlinearity |
| white.test.ts | White Neural Network Test for Nonlinearity |