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I'd like to play with ARIMA models of stock prices, but I am a complete novice. Could some kind soul explain the relationship among packages "ts", "tseries", "dse", "dse2", and "fracdiff"? Are they 'competing' products or does one depend on another? Where would be the best place for a novice to begin? Thanks for any advice. PS. I

...h 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...

...h 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...

Thanks a lot for "tseries"! The new (0.1-2) version of the tseries package contains the following in ./README : >> Author(s): A. Trapletti <A.Trapletti@ci.tuwien.ac.at>, >> B. LeBaron ("./src/bdstest.c"), >> K. Krischer, and T. M. Kruel ("./src/muin2ser.f", >> "./misc/mutinfo-1.21b.tar.gz") >>

...just put the first version of a new time series package to the contrib section at CRAN. The package is called "tseries.tgz" and provides a library for time series analysis. It contains acf Autocorrelation Function adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test box.test Box-Pierce and Box-Ljung Test ccf Crosscorrelation Function cross spectra Cross Spectra Estimation (cross spectrum, cospectrum, qu...

...just put the first version of a new time series package to the contrib section at CRAN. The package is called "tseries.tgz" and provides a library for time series analysis. It contains acf Autocorrelation Function adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test box.test Box-Pierce and Box-Ljung Test ccf Crosscorrelation Function cross spectra Cross Spectra Estimation (cross spectrum, cospectrum, qu...