TSA v1.3

0

Monthly downloads

0th

Percentile

Time Series Analysis

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.

Functions in TSA

Name Description
BoxCox.ar Determine the power transformation for serially correlated data
Keenan.test Keenan's one-degree test for nonlinearity
Tsay.test Tsay's Test for nonlinearity
LB.test Portmanteau Tests for Fitted ARIMA models
JJ Quarterly earnings per share for the Johnson \& Johnson Company
McLeod.Li.test McLeod-Li test
TSA-package Time Series Analysis
ARMAspec Theoretical spectral density function of a stationary ARMA model
acf Auto- and Cross- Covariance and -Correlation Function Estimation
CREF Daily CREF Values
SP Quarterly Standard \& Poor's Composite Index of stock price values / time series
airmiles Monthly Airline Passenger-Miles in the US
arima Fitting an ARIMA model with Exogeneous Variables
prewhiten Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Function
airpass Monthly total international airline passengers
summary.armasubsets Summary of output from the armasubsets function
days Number of days between payment to Winegard Corp. / time series
ar1.s A simulated AR(1) series
ar2.s Asimulated AR(2) series / time series
periodogram Computing the periodogram
arimax Fitting an ARIMA model with Exogeneous Variables
deere1 Deviations of an industrial process at Deere \& Co. -- Series 1
bluebirdlite Bluebird Lite potato chip data
bluebird Blue Bird Potato Chip Data
arima.boot Compute the Bootstrap Estimates of an ARIMA Model
ar1.2.s A simulated AR(1) series
color Color property/time series
electricity Monthly US electricity production / time series
armasubsets Selection of Subset ARMA Models
beersales Monthly beer sales / time series
boardings Monthly public transit boardings and gasoline price in Denver
detectAO Additive Outlier Detection
spec Computing the spectrum
cref.bond Daily CREF Bond Values
euph A digitized sound file of a B flat played on a euphonium
google Daily returns of the google stock
ma2.s A simulated MA(2) series
ima22.s Simulated IMA(2,2) series / time series
detectIO Innovative Outlier Detection
arma11.s A Simulated ARMA(1,1) Series/ time series
co2 Levels of Carbon Dioxide at Alert, Canada / Time series
eacf Compute the sample extended acf (ESACF)
explode.s A simulated explosive AR(1) series
kurtosis Kurtosis
lagplot Lagged Regression Plot
larain Annual rainfall in Los Angeles / time series
harmonic Construct harmonic functions for fitting harmonic trend model
ma1.1.s A simulated MA(1) series / time series
plot.armasubsets Plot the Best Subset ARMA models
fitted.Arima Fitted values of an arima model.
hours Average hours worked in US manufacturing sector / time series
spots1 Annual international sunspot numbers
hare Canadian hare data/ time series
deere2 Deviations of an industrial process at Deere \& Co. -- Series 2
robot The distance of a robot from a desired position / time series
plot.Arima Compute and Plot the Forecasts Based on a Fitted Time Series Model
usd.hkd Daily US Dollar to Hong Kong Dollar Exchange Rates
zlag Compute the lag of a vector.
units Annual sales of certain large equipment
star Star Brightness
plot1.acf Plot1
tar.sim Simulate a two-regime TAR model
retail U.K. retail sales / time series
winnebago Monthly unit sales of recreational vehicles / time series
season Extract the season info from a time series
qar.sim Simulate a first-order quadratic AR model
deere3 Deviations of an industrial process at Deere \& Co. -- Series 3
runs Runs test
flow Monthly River Flow for the Iowa River
tbone A digitized sound file of a B flat played on a tenor trombone
eeg EEG Data
gBox Generalized Portmanteau Tests for GARCH Models
gold Gold Price / time series
garch.sim Simulate a GARCH process
ma1.2.s A simulated MA(1) series / time series
tsdiag.TAR Model diagnostics for a fitted TAR model
skewness Skewness
predict.TAR Prediction based on a fitted TAR model
oil.price Monthly Oil Price / time series
tar.skeleton Find the asympotitc behavior of the skeleton of a TAR model
prescrip Cost per prescription / time series
milk Monthly Milk Production
rstandard.Arima Compute the Standardized Residuals from a Fitted ARIMA Model
veilleux An experimental prey-predator time series
spots Relative annual sunspot number / time series
oilfilters Monthly sales to dealers of a specialty oil filter/time series
tar Estimation of a TAR model
tuba A digitized sound file of a B flat played on a BB flat tuba
tempdub Monthly average temperature in Dubuque/time series
tlrt Likelihood ratio test for threshold nonlinearity
wages Average hourly wages in the apparel industry / time series
tsdiag.Arimax Model Diagnostics for a Fitted ARIMAX Model
rwalk A simulated random walk / Time series
prey.eq Prey series / time series
No Results!

Last month downloads

Details

Type Package
Date 2020-9-11
License GPL (>= 2)
URL https://stat.uiowa.edu/~kchan/TSA.htm
RoxygenNote 7.1.1
NeedsCompilation no
Packaged 2020-09-11 18:23:18 UTC; kchan
Repository CRAN
Date/Publication 2020-09-13 15:00:11 UTC

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/TSA)](http://www.rdocumentation.org/packages/TSA)