tseries

Time Series Analysis and Computational Finance

v0.10-60 · Feb 18, 2026 · GPL-2 | GPL-3

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Description

Time series analysis and computational finance.

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CRAN Check Status

2 WARNING

2 NOTE

10 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	65.5s
r-devel-linux-x86_64-debian-gcc	OK	46.8s
r-devel-linux-x86_64-fedora-clang	NOTE	96.8s
r-devel-linux-x86_64-fedora-gcc	NOTE	95.6s
r-devel-macos-arm64	WARNING	24s
r-devel-windows-x86_64	OK	105s
r-oldrel-macos-arm64	OK	30s
r-oldrel-macos-x86_64	OK	77s
r-oldrel-windows-x86_64	OK	106s
r-patched-linux-x86_64	OK	55.2s
r-release-linux-x86_64	WARNING	54.2s
r-release-macos-arm64	OK	23s
r-release-macos-x86_64	OK	117s
r-release-windows-x86_64	OK	95s

Check details (14 non-OK)

OK r-devel-linux-x86_64-debian-clang

OK r-devel-linux-x86_64-debian-gcc

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘jsonlite’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘jsonlite’
  All declared Imports should be used.

WARNING r-devel-macos-arm64

Rd files

NelPlo.Rd:42: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

USeconomic.Rd:11: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

adf.test.Rd:29: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

arma.Rd:24: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

bds.test.Rd:48: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

bev.Rd:21: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

garch.Rd:51: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

ice.river.Rd:12: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

jarque.bera.test.Rd:31: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

kpss.test.Rd:24: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

po.test.Rd:28: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

portfolio.optim.Rd:55: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

pp.test.Rd:31: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

runs.test.Rd:41: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

summary.garch.Rd:24: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

surrogate.Rd:39: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

terasvirta.test.Rd:50: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

tsbootstrap.Rd:35: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

white.test.Rd:59: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

problems found in ‘NelPlo.Rd’, ‘USeconomic.Rd’, ‘adf.test.Rd’, ‘arma.Rd’, ‘bds.test.Rd’, ‘bev.Rd’, ‘garch.Rd’, ‘ice.river.Rd’, ‘jarque.bera.test.Rd’, ‘kpss.test.Rd’, ‘po.test.Rd’, ‘portfolio.optim.Rd’, ‘pp.test.Rd’, ‘runs.test.Rd’, ‘summary.garch.Rd’, ‘surrogate.Rd’, ‘terasvirta.test.Rd’, ‘tsbootstrap.Rd’, ‘white.test.Rd’

OK r-devel-windows-x86_64

OK r-oldrel-macos-arm64

OK r-oldrel-macos-x86_64

OK r-oldrel-windows-x86_64

OK r-patched-linux-x86_64

WARNING r-release-linux-x86_64

Rd files

prepare_Rd: ./man/USeconomic.Rd:11: unknown macro '\bibcitet'
checkRd: (-1) USeconomic.Rd:11: Lost braces
    11 |   This is the E.3 example data set of \bibcitet{R:Luetkepohl:1991}.
       |                                                ^
prepare_Rd: ./man/adf.test.Rd:29: unknown macro '\bibcitet'
checkRd: (-1) adf.test.Rd:29: Lost braces
    29 |   of \bibcitet{R:Banerjee+Dolado+Galbraith:1993}.
       |               ^
prepare_Rd: ./man/arma.Rd:24: unknown macro '\bibcitet'
prepare_Rd: ./man/arma.Rd:49: unknown macro '\bibcitet'
checkRd: (-1) arma.Rd:24: Lost braces
    24 |     \bibcitet{Hannan+Rissanen:1982} is used for the default initialization.}
       |              ^
checkRd: (-1) arma.Rd:49: Lost braces
    49 |   See \bibcitet{Hannan+Rissanen:1982} for details.
       |                ^
prepare_Rd: ./man/bds.test.Rd:47: unknown macro '\bibinfo'
checkRd: (-1) bds.test.Rd:47: Lost braces
    47 |   \bibinfo{Cromwell+Labys+Terraza:1994}{note}{Pages 32--36}
       |           ^
checkRd: (-1) bds.test.Rd:47: Lost braces
    47 |   \bibinfo{Cromwell+Labys+Terraza:1994}{note}{Pages 32--36}
       |                                        ^
checkRd: (-1) bds.test.Rd:47: Lost braces
    47 |   \bibinfo{Cromwell+Labys+Terraza:1994}{note}{Pages 32--36}
       |                                              ^
prepare_Rd: ./man/bev.Rd:21: unknown macro '\bibcitet'
checkRd: (-1) bev.Rd:21: Lost braces
    21 |   overdifferenced.  See, e.g., \bibcitet{Baillie:1996}.
       |                                         ^
prepare_Rd: ./man/garch.Rd:51: unknown macro '\bibcitet'
prepare_Rd: ./man/garch.Rd:52: unknown macro '\bibcitet'
prepare_Rd: ./man/garch.Rd:53: unknown macro '\bibcitet'
prepare_Rd: ./man/garch.Rd:54: unknown macro '\bibcitet'
checkRd: (-1) garch.Rd:51: Lost braces
    51 |   \bibcitet{Dennis+Gay+Welsch:1981},
       |            ^
checkRd: (-1) garch.Rd:52: Lost braces
    52 |   \bibcitet{Dennis+Mei:1979},
       |            ^
checkRd: (-1) garch.Rd:53: Lost braces
    53 |   \bibcitet{Dennis+Moré:1977} and
       |            ^
checkRd: (-1) garch.Rd:54: Lost braces
    54 |   \bibcitet{Goldfarb:1976}.
       |            ^
prepare_Rd: ./man/ice.river.Rd:12: unknown macro '\bibcitet'
prepare_Rd: ./man/ice.river.Rd:30: unknown macro '\bibcitet'
checkRd: (-1) ice.river.Rd:12: Lost braces
    12 |   \bibcitet{|Tong:1990|pages 432--440}.
       |            ^
checkRd: (-1) ice.river.Rd:30: Lost braces
    30 |   \bibcitet{Tong+Thanoon+Gudmundsson:1985}.
       |            ^
prepare_Rd: ./man/jarque.bera.test.Rd:30: unknown macro '\bibinfo'
checkRd: (-1) jarque.bera.test.Rd:30: Lost braces
    30 |   \bibinfo{Cromwell+Labys+Terraza:1994}{note}{Pages 20--22}
       |           ^
checkRd: (-1) jarque.bera.test.Rd:30: Lost braces
    30 |   \bibinfo{Cromwell+Labys+Terraza:1994}{note}{Pages 20--22}
       |                                        ^
checkRd: (-1) jarque.bera.test.Rd:30: Lost braces
    30 |   \bibinfo{Cromwell+Labys+Terraza:1994}{note}{Pages 20--22}
       |                                              ^
prepare_Rd: ./man/kpss.test.Rd:24: unknown macro '\bibcitet'
checkRd: (-1) kpss.test.Rd:24: Lost braces
    24 |   from Table 1 of \bibcitet{Kwiatkowski+Phillips+Schmidt:1992}.
       |                            ^
prepare_Rd: ./man/po.test.Rd:28: unknown macro '\bibcitet'
checkRd: (-1) po.test.Rd:28: Lost braces
    28 |   \bibcitet{Phillips+Ouliaris:1990}.
       |            ^
prepare_Rd: ./man/portfolio.optim.Rd:53: unknown macro '\bibinfo'
prepare_Rd: ./man/portfolio.optim.Rd:54: unknown macro '\bibinfo'
checkRd: (-1) portfolio.optim.Rd:53: Lost braces
    53 |   \bibinfo{Elton+Gruber:1991}{note}{Pages 65--93}
       |           ^
checkRd: (-1) portfolio.optim.Rd:53: Lost braces
    53 |   \bibinfo{Elton+Gruber:1991}{note}{Pages 65--93}
       |                              ^
checkRd: (-1) portfolio.optim.Rd:53: Lost braces
    53 |   \bibinfo{Elton+Gruber:1991}{note}{Pages 65--93}
       |                                    ^
checkRd: (-1) portfolio.optim.Rd:54: Lost braces
    54 |   \bibinfo{Huang+Litzenberger:1988}{note}{Pages 59--82}
       |           ^
checkRd: (-1) portfolio.optim.Rd:54: Lost braces
    54 |   \bibinfo{Huang+Litzenberger:1988}{note}{Pages 59--82}
       |                                    ^
checkRd: (-1) portfolio.optim.Rd:54: Lost braces
    54 |   \bibinfo{Huang+Litzenberger:1988}{note}{Pages 59--82}
       |                                          ^
prepare_Rd: ./man/pp.test.Rd:31: unknown macro '\bibcitet'
checkRd: (-1) pp.test.Rd:31: Lost braces
    31 |   \bibcitet{R:Banerjee+Dolado+Galbraith:1993}.  If the
       |            ^
prepare_Rd: ./man/summary.garch.Rd:24: unknown macro '\bibcitet'
checkRd: (-1) summary.garch.Rd:24: Lost braces
    24 |   Hessian evaluated at the estimates, see \bibcitet{Bollerslev:1986}.
       |                                                    ^
prepare_Rd: ./man/surrogate.Rd:39: unknown macro '\bibcitet'
checkRd: (-1) surrogate.Rd:39: Lost braces
    39 |   \bibcitet{|Theiler+Galdrikian+Longtin:1992|pages 183--184} are
       |            ^
prepare_Rd: ./man/tsbootstrap.Rd:35: unknown macro '\bibcitet'
prepare_Rd: ./man/tsbootstrap.Rd:38: unknown macro '\bibcitet'
prepare_Rd: ./man/tsbootstrap.Rd:41: unknown macro '\bibcitep'
checkRd: (-1) tsbootstrap.Rd:35: Lost braces
    35 |   \bibcitet{Politis+Romano:1994}
       |            ^
checkRd: (-1) tsbootstrap.Rd:38: Lost braces
    38 |   \bibcitet{Kunsch:1989} is used. 
       |            ^
checkRd: (-1) tsbootstrap.Rd:41: Lost braces
    41 |   \bibcitep{see|Kunsch:1989|}.
       |            ^

OK r-release-macos-arm64

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

WARNING 10 OK · 2 NOTE · 2 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘jsonlite’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘jsonlite’
  All declared Imports should be used.

WARNING r-devel-macos-arm64

Rd files

NelPlo.Rd:42: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

USeconomic.Rd:11: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

adf.test.Rd:29: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

arma.Rd:24: processing build-stage \Sexpr code failed:
Error in gzfile(file, "rb"): cannot open the connection

bds.test.Rd:48: processing build-stage \

WARNING r-release-linux-x86_64

Rd files

prepare_Rd: ./man/USeconomic.Rd:11: unknown macro '\bibcitet'
checkRd: (-1) USeconomic.Rd:11: Lost braces
    11 |   This is the E.3 example data set of \bibcitet{R:Luetkepohl:1991}.
       |                                                ^
prepare_Rd: ./man/adf.test.Rd:29: unknown macro '\bibcitet'
checkRd: (-1) adf.test.Rd:29: Lost braces
    29 |   of \bibcitet{R:Banerjee+Dolado+Galbraith:1993}.
       |               ^
prepare_Rd: ./man/arma.Rd:24: unknown macro '\bibcitet'
prepare_Rd: ./man

Reverse Dependencies (81)

depends

ARIMAANN BootWPTOS CADFtest MisRepARMA PdPDB RcmdrPlugin.UCA THETASVM VLTimeCausality acp boodd forecTheta mgarchBEKK

imports

AFR AID ARMALSTM ATAforecasting Achilles AnnuityRIR AriGaMyANNSVR CEEMDANML CryptRndTest DescribeDF EQUALrepeat EcoMetrics EconCausal EmpiricalDynamics KarsTS RcmdrPlugin.TeachStat StReg TSA TSCS WaveletETS WaveletGBM WaveletKNN WaveletLSTM WaveletML actfts ardl.nardl blocklength cycleTrendR decomposedPSF erer fDMA facmodCS gimme grangers lfl lg msltrend nardl nonlinearTseries nortsTest predtoolsTS rlmDataDriven rumidas sdrt trendtestR tsDyn tsfeatures tsforecast

Dependency Network

Version History

new 0.10-60 Mar 9, 2026

Maintainer

Kurt Hornik

Dependencies

Depends

R (>= 3.4.0)

Imports

graphics stats utils quadprog zoo quantmod (>= 0.4-9) jsonlite

Compilation

Needs compilation

First Published

Mar 9, 2026

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tseries

Description

Downloads

CRAN Check Status

Check History

Reverse Dependencies (81)

depends

imports

suggests

Dependency Network

Version History