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aTSA (version 3.1.2)

Alternative Time Series Analysis

Description

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.

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Version

Install

install.packages('aTSA')

Monthly Downloads

7,468

Version

3.1.2

License

GPL-2 | GPL-3

Maintainer

Debin Qiu

Last Published

July 8th, 2015

Functions in aTSA (3.1.2)

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