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TSA (version 1.2)

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

12,964

Version

1.2

License

GPL (>= 2)

Maintainer

KungSik Chan

Last Published

June 30th, 2018

Functions in TSA (1.2)

Monthly total international airline passengers

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

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

Color property/time series

Daily CREF Bond Values

Compute the sample extended acf (ESACF)

Simulate a GARCH process

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

Selection of Subset ARMA Models

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

Lagged Regression Plot

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

Daily returns of the google stock

Canadian hare data/ time series

Monthly US electricity production / time series

Prey series / time series

Blue Bird Potato Chip Data

Bluebird Lite potato chip data

Annual rainfall in Los Angeles / time series

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

Gold Price / time series

Monthly beer sales / time series

summary.armasubsets

Summary of output from the armasubsets function

Model diagnostics for a fitted TAR model

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

A simulated explosive AR(1) series

Construct harmonic functions for fitting harmonic trend model

Monthly public transit boardings and gasoline price in Denver

Levels of Carbon Dioxide at Alert, Canada / Time series

Estimation of a TAR model

Computing the periodogram

Compute the Bootstrap Estimates of an ARIMA Model

Average hours worked in US manufacturing sector / time series

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

A simulated MA(1) series / time series

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

Monthly Oil Price / time series

Simulated IMA(2,2) series / time series

Fitted values of an arima model.

Prediction based on a fitted TAR model

A simulated MA(1) series / time series

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

A simulated random walk / Time series

Additive Outlier Detection

Cost per prescription / time series

rstandard.Arima

Compute the Standardized Residuals from a Fitted ARIMA Model

Likelihood ratio test for threshold nonlinearity

Generalized Portmanteau Tests for GARCH Models

Innovative Outlier Detection

Monthly River Flow for the Iowa River

A simulated MA(2) series

Simulate a two-regime TAR model

Computing the spectrum

Relative annual sunspot number / time series

Monthly Milk Production

plot.armasubsets

Plot the Best Subset ARMA models

Monthly unit sales of recreational vehicles / time series

Simulate a first-order quadratic AR model

Find the asympotitc behavior of the skeleton of a TAR model

U.K. retail sales / time series

Star Brightness

Annual international sunspot numbers

Daily US Dollar to Hong Kong Dollar Exchange Rates

Annual sales of certain large equipment

Compute the lag of a vector.

An experimental prey-predator time series

Extract the season info from a time series

Average hourly wages in the apparel industry / time series

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

Monthly average temperature in Dubuque/time series

Model Diagnostics for a Fitted ARIMAX Model

Daily CREF Values

Keenan's one-degree test for nonlinearity

Portmanteau Tests for Fitted ARIMA models

Tsay's Test for nonlinearity

Theoretical spectral density function of a stationary ARMA model

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

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

Fitting an ARIMA model with Exogeneous Variables

Fitting an ARIMA model with Exogeneous Variables

Time Series Analysis

Quarterly earnings per share for the Johnson \& Johnson Company

Determine the power transformation for serially correlated data

A simulated AR(1) series

Asimulated AR(2) series / time series

Auto- and Cross- Covariance and -Correlation Function Estimation

Monthly Airline Passenger-Miles in the US

A simulated AR(1) series