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TSA (version 1.0)

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

18,555

Version

1.0

License

GPL (>= 2)

Maintainer

KungSik Chan

Last Published

October 31st, 2012

Functions in TSA (1.0)

A simulated AR(1) series

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

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

Computing the periodogram

Tsay's Test for nonlinearity

Theoretical spectral density function of a stationary ARMA model

Asimulated AR(2) series / time series

Monthly Airline Passenger-Miles in the US

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

Monthly public transit boardings and gasoline price in Denver

Average hours worked in US manufacturing sector / time series

Monthly Oil Price / time series

Selection of Subset ARMA Models

Additive Outlier Detection

Bluebird Lite potato chip data

Monthly River Flow for the Iowa River

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

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

Auto- and Cross- Covariance and -Correlation Function Estimation

A simulated AR(1) series

Determine the power transformation for serially correlated data

Time Series Analysis

A simulated random walk / Time series

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

A simulated MA(1) series / time series

Canadian hare data/ time series

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

Levels of Carbon Dioxide at Alert, Canada / Time series

Innovative Outlier Detection

Quarterly earnings per share for the Johnson & Johnson Company

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

Portmanteau Tests for Fitted ARIMA models

Blue Bird Potato Chip Data

Computing the spectrum

Simulated IMA(2,2) series / time series

Simulate a first-order quadratic AR model

plot.armasubsets

Plot the Best Subset ARMA models

Monthly total international airline passengers

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

Keenan's one-degree test for nonlinearity

Color property/time series

Gold Price / time series

Daily CREF Values

Prey series / time series

Fitting an ARIMA model with Exogeneous Variables

Fitted values of an arima model.

Monthly US electricity production / time series

Monthly unit sales of recreational vehicles / time series

Lagged Regression Plot

Annual international sunspot numbers

Prediction based on a fitted TAR model

Extract the season info from a time series

A simulated MA(1) series / time series

Annual rainfall in Los Angeles / time series

Model diagnostics for a fitted TAR model

Cost per prescription / time series

Daily returns of the google stock

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

Fitting an ARIMA model with Exogeneous Variables

Estimation of a TAR model

Generalized Portmanteau Tests for GARCH Models

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

Compute the Bootstrap Estimates of an ARIMA Model

Construct harmonic functions for fitting harmonic trend model

Monthly beer sales / time series

An experimental prey-predator time series

A simulated MA(2) series

Model Diagnostics for a Fitted ARIMA Model

Average hourly wages in the apparel industry / time series

Star Brightness

Compute the sample extended acf (ESACF)

Monthly average temperature in Dubuque/time series

Daily US Dollar to Hong Kong Dollar Exchange Rates

Daily CREF Bond Values

U.K. retail sales / time series

Relative annual sunspot number / time series

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

Compute the lag of a vector.

summary.armasubsets

Summary of output from the armasubsets function

Likelihood ratio test for threshold nonlinearity

Find the asympotitc behavior of the skeleton of a TAR model

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

A simulated explosive AR(1) series

rstandard.Arima

Compute the Standardized Residuals from a Fitted ARIMA Model

Annual sales of certain large equipment

Simulate a two-regime TAR model

Monthly Milk Production

Simulate a GARCH process