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TSA (version 0.99)

Time Series Analysis

Description

Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan

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Version

Install

install.packages('TSA')

Monthly Downloads

23,762

Version

0.99

License

GPL (>= 2)

Maintainer

KungSik Chan

Last Published

September 12th, 2012

Functions in TSA (0.99)

Daily CREF Bond Values

Canadian hare data/ time series

Compute and Plot the Forecasts Based on a Fitted Time Series Model

A Simulated ARMA(1,1) Series/ time series

Construct harmonic functions for fitting harmonic trend model

A simulated AR(1) series

Prey series / time series

Quarterly Standard & Poor's Composite Index of stock price values / time series

Monthly total international airline passengers

Deviations of an industrial process at Deere & Co. -- Series 3

A digitized sound file of a B flat played on a BB flat tuba

Monthly beer sales / time series

Compute the sample extended acf (ESACF)

Theoretical spectral density function of a stationary ARMA model

An experimental prey-predator time series

plot.armasubsets

Plot the Best Subset ARMA models

Deviations of an industrial process at Deere & Co. -- Series 2

Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Function

Portmanteau Tests for Fitted ARIMA models

Monthly unit sales of recreational vehicles / time series

Average hours worked in US manufacturing sector / time series

Daily CREF Values

Time Series Analysis

The distance of a robot from a desired position / time series

Daily returns of the google stock

Lagged Regression Plot

Cost per prescription / time series

A simulated MA(1) series / time series

Model Diagnostics for a Fitted ARIMA Model

Daily US Dollar to Hong Kong Dollar Exchange Rates

Number of days between payment to Winegard Corp. / time series

Bluebird Lite potato chip data

Generalized Portmanteau Tests for GARCH Models

Quarterly earnings per share for the Johnson & Johnson Company

Annual sales of certain large equipment

Blue Bird Potato Chip Data

Determine the power transformation for serially correlated data

Additive Outlier Detection

A simulated AR(1) series

rstandard.Arima

Compute the Standardized Residuals from a Fitted ARIMA Model

A simulated MA(1) series / time series

U.K. retail sales / time series

Monthly US electricity production / time series

Auto- and Cross- Covariance and -Correlation Function Estimation

Compute the Bootstrap Estimates of an ARIMA Model

Relative annual sunspot number / time series

Simulated IMA(2,2) series / time series

Monthly Oil Price / time series

Computing the spectrum

Star Brightness

Find the asympotitc behavior of the skeleton of a TAR model

Monthly public transit boardings and gasoline price in Denver

Keenan's one-degree test for nonlinearity

Monthly River Flow for the Iowa River

Tsay's Test for nonlinearity

A digitized sound file of a B flat played on a euphonium

Asimulated AR(2) series / time series

Selection of Subset ARMA Models

Color property/time series

Gold Price / time series

Innovative Outlier Detection

Estimation of a TAR model

Average hourly wages in the apparel industry / time series

Fitted values of an arima model.

Deviations of an industrial process at Deere & Co. -- Series 1

Compute the lag of a vector.

Simulate a GARCH process

Annual international sunspot numbers

Simulate a two-regime TAR model

Likelihood ratio test for threshold nonlinearity

Computing the periodogram

Model diagnostics for a fitted TAR model

Monthly sales to dealers of a specialty oil filter/time series

A simulated random walk / Time series

Monthly average temperature in Dubuque/time series

Extract the season info from a time series

Prediction based on a fitted TAR model

A digitized sound file of a B flat played on a tenor trombone

Annual rainfall in Los Angeles / time series

Monthly Airline Passenger-Miles in the US

A simulated explosive AR(1) series

Monthly Milk Production

A simulated MA(2) series

summary.armasubsets

Summary of output from the armasubsets function

Levels of Carbon Dioxide at Alert, Canada / Time series

Simulate a first-order quadratic AR model