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timeseries.rst.txt

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Timeseries Package

Statistics functions

.. currentmodule:: gs_quant.timeseries.statistics
.. autosummary::
   :toctree: functions

   generate_series

Econometrics functions

.. currentmodule:: gs_quant.timeseries.econometrics
.. autosummary::
   :toctree: functions

   annualize
   lag
   returns
   prices
   diff
   index
   volatility
   correlation
   beta