Determine the power transformation for serially correlated data
Keenan's one-degree test for nonlinearity
Tsay's Test for nonlinearity
Portmanteau Tests for Fitted ARIMA models
Quarterly earnings per share for the Johnson \& Johnson Company
McLeod-Li test
Time Series Analysis
Theoretical spectral density function of a stationary ARMA model
Auto- and Cross- Covariance and -Correlation Function Estimation
Daily CREF Values
Quarterly Standard \& Poor's Composite Index of stock price values /
time series
Monthly Airline Passenger-Miles in the US
Fitting an ARIMA model with Exogeneous Variables
Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Function
Monthly total international airline passengers
Summary of output from the armasubsets function
Number of days between payment to Winegard Corp. / time series
A simulated AR(1) series
Asimulated AR(2) series / time series
Computing the periodogram
Fitting an ARIMA model with Exogeneous Variables
Deviations of an industrial process at Deere \& Co. -- Series 1
Bluebird Lite potato chip data
Blue Bird Potato Chip Data
Compute the Bootstrap Estimates of an ARIMA Model
A simulated AR(1) series
Color property/time series
Monthly US electricity production / time series
Selection of Subset ARMA Models
Monthly beer sales / time series
Monthly public transit boardings and gasoline price in Denver
Additive Outlier Detection
Computing the spectrum
Daily CREF Bond Values
A digitized sound file of a B flat
played on a euphonium
Daily returns of the google stock
A simulated MA(2) series
Simulated IMA(2,2) series / time series
Innovative Outlier Detection
A Simulated ARMA(1,1) Series/ time series
Levels of Carbon Dioxide at Alert, Canada / Time series
Compute the sample extended acf (ESACF)
A simulated explosive AR(1) series
Kurtosis
Lagged Regression Plot
Annual rainfall in Los Angeles / time series
Construct harmonic functions for fitting harmonic trend model
A simulated MA(1) series / time series
Plot the Best Subset ARMA models
Fitted values of an arima model.
Average hours worked in US manufacturing sector / time series
Annual international sunspot numbers
Canadian hare data/ time series
Deviations of an industrial process at Deere \& Co. -- Series 2
The distance of a robot from a desired position / time series
Compute and Plot the Forecasts Based on a Fitted Time Series Model
Daily US Dollar to Hong Kong Dollar Exchange Rates
Compute the lag of a vector.
Annual sales of certain large equipment
Star Brightness
Plot1
Simulate a two-regime TAR model
U.K. retail sales / time series
Monthly unit sales of recreational vehicles / time series
Extract the season info from a time series
Simulate a first-order quadratic AR model
Deviations of an industrial process at Deere \& Co. -- Series 3
Runs test
Monthly River Flow for the Iowa River
A digitized sound file of a B flat
played on a tenor trombone
EEG Data
Generalized Portmanteau Tests for GARCH Models
Gold Price / time series
Simulate a GARCH process
A simulated MA(1) series / time series
Model diagnostics for a fitted TAR model
Skewness
Prediction based on a fitted TAR model
Monthly Oil Price / time series
Find the asympotitc behavior of the skeleton of a TAR model
Cost per prescription / time series
Monthly Milk Production
Compute the Standardized Residuals from a Fitted ARIMA Model
An experimental prey-predator time series
Relative annual sunspot number / time series
Monthly sales to dealers of a specialty oil
filter/time series
Estimation of a TAR model
A digitized sound file of a B flat
played on a BB flat tuba
Monthly average temperature in Dubuque/time series
Likelihood ratio test for threshold nonlinearity
Average hourly wages in the apparel industry / time series
Model Diagnostics for a Fitted ARIMAX Model
A simulated random walk / Time series
Prey series / time series