Time Series Analysis and Computational Finance
63packages dependsuggested by 31
2.5Mdownloads / year
–test coverage
13/13flavors OK
Overview
Install
Health
CRAN checks
13OK
Slowest check: 2.8 min · r-devel-windows-x86_64
Status changes
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-14
- NOTE11 OK, 2 NOTE2026-06-08
- WARNING10 OK, 2 NOTE, 1 WARNING2026-06-07
Show 2 earlier changesHide 2 earlier changes
- NOTE12 OK, 2 NOTE2026-03-27
- WARNING10 OK, 2 NOTE, 2 WARNING2026-03-10
Advisories
Documentation
In release 0.10-63
READMEYes · 77 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
- Help pages
- 39
- Examples that run
- 100%27 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 88%
- Return-value docs
- 89%
- Help pages citing references
- 46% with a bibliography file
Downloads
2.5M
CRAN downloads in the past year
Rank #322 · ~6.9K/day · ~209.3K/mo
Daily download trend is not available in this view yet.
135K30 days
326.5K90 days
2.5M1 year
Also on17K r2u187 autocran121.2K conda_forge1.4K c2d4u
Dependencies
Declared dependencies
3 external dependencies (excludes base and recommended)
Installing tseries adds 7 packages (6 with compiled code, 3.3 MB of source tarballs). Heaviest: jsonlite 1.0 MB, curl 714 KB, zoo 675 KB.
Depends (1)
R >= 3.4.0
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
63direct
34indirect
Depends 10 · Imports 53
Suggested by 31
Show the 48 most downloaded dependentsHide the 48 most downloaded dependents
Depends, Imports or LinkingTo, most downloaded first
TSAtsfeaturesforecThetaerermgarchBEKKRcmdrPlugin.TeachStatnonlinearTseriesgimmeRcmdrPlugin.UCAAIDCADFtestATAforecastingnardlAchilleslflAFRVLTimeCausalityblocklengthAriGaMyANNSVRfDMALSDsensitivityardl.nardlEconCausalclimatehealthnortsTestBTWARagriDQCryptRndTestEQUALrepeatDescribeDFunitrooteststsforecastKarsTSSaylacARIMAANNEmpiricalDynamicsbooddactftsCEEMDANMLMacroFiltersrumidasBootWPTOSWaveletKNNWaveletMLlgdecomposedPSFARMALSTMfacmodCS
and 15 more dependents and 31 packages that suggest it on CRAN ↗
Code & Tests
Datasets
People & History
People (3)
Author, Maintainer · added in 0.10-30
Author
Maintainer since 0.7-5 (2001), previously Adrian Trapletti (0.7-1 to 0.7-4)
Listed in earlier versions (2)
Adrian Trapletti.
no longer listed · 0.2-0 to 0.7-5
Adrian Trapletti. See file README for details.
no longer listed · 0.1-2
Releases (114)
Pick two releases to compare their code metrics.
- 0.10-63Latest
- 0.10-622026-07-13 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 0.10-612026-03-26 · diff ↗
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- RR 4.5.0 released · 2025-04-11
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- RR 4.4.0 released · 2024-04-24
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- RR 4.3.0 released · 2023-04-21
- 0.10-532023-01-31 · diff ↗
- 0.10-522022-10-10 · diff ↗
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- 0.10-512022-05-01 · diff ↗
- RR 4.2.0 released · 2022-04-22
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- 0.10-492021-11-16 · diff ↗
- RR 4.1.0 released · 2021-05-18
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- RR 4.0.0 released · 2020-04-24
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- RR 3.6.0 released · 2019-04-26
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- RR 3.5.0 released · 2018-04-23
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- RR 3.4.0 released · 2017-04-21
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- RR 3.3.0 released · 2016-05-03
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- RR 3.2.0 released · 2015-04-16
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- RR 3.1.0 released · 2014-04-10
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- RR 3.0.0 released · 2013-04-03
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- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
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- RR 2.10.0 released · 2009-10-26
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- RR 2.9.0 released · 2009-04-17
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- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
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- RR 2.3.0 released · 2006-04-24
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added 35 exports
adf.test, approx.irts, arma, as.irts, bds.test, daysecond, garch, get.hist.quote, irts, is.businessday, is.irts, is.weekend, jarque.bera.test, kpss.test, maxdrawdown, na.remove, plotOHLC, po.test, portfolio.optim, pp.test, quadmap, read.irts, read.matrix, read.ts, runs.test, seqplot.ts, sharpe, sterling, surrogate, terasvirta.test and 5 more - RR 2.2.0 released · 2005-10-06
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Package metadata
- First published
- 1999-07-09
- Total releases
- 114 / 27 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 3.4.0
- Bundled data
- 69 KB / 8 files
- Download size
- 233 KB
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