aTSA v3.1.2

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Alternative Time Series Analysis

Contains some tools for testing, analyzing time series data and fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also provide nice and clear outputs like SAS does, such as identify, estimate and forecast, which are the same statements in PROC ARIMA in SAS.

Functions in aTSA

Name Description
adf.test Augmented Dickey-Fuller Test
Winters Winters Three-parameter Smoothing
Holt Holt's Two-parameter Exponential Smoothing
aTSA Alternative Time Series Analysis
stationary.test Stationary Test for Univariate Time Series
kpss.test Kwiatkowski-Phillips-Schmidt-Shin Test
stepar Stepwise Autoregressive Model
ecm Error Correction Model
forecast Forecast From ARIMA Fits
MA Moving Average Filter
estimate Estimate an ARIMA Model
pp.test Phillips-Perron Test
identify Identify a Time Series Model
expsmooth Simple Exponential Smoothing
trend.test Trend Test
arch.test ARCH Engle's Test for Residual Heteroscedasticity
ts.diag Diagnostics for ARIMA fits
coint.test Cointegration Test
accurate Accurate Computation
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Details

Type Package
Date 2015-06-19
License GPL-2 | GPL-3
Packaged 2015-07-08 19:18:15 UTC; Deman
NeedsCompilation no
Repository CRAN
Date/Publication 2015-07-08 22:37:24
Contributors Debin Qiu

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