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ftsa (version 1.0)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

1.0

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

September 12th, 2009

Functions in ftsa (1.0)

plot.fm

Plot fitted model components for a functional model
mean.fts

Mean functions for functional time series
ftsa-package

Functional time series analysis
dynupdate

Dynamic updates via OLS and PLS methods
plot.fmres

Plot residuals from a fitted functional model.
cm.spline

Monotonic interpolating splines
extract

Extract variables or observations
residuals.fm

Compute residuals from a functional model
summary.fm

Summary for functional time series model
diff.fts

Differences of a functional time series
quantile.fts

Quantile functions for functional time series
plot.ftsf

Plot fitted model components for a functional time series model
var.fts

Variance functions for functional time series
isfe.fts

Integrated Squared Forecast Error for models of various orders
sd

Standard deviation
var

Variance
forecast.ftsm

Forecast functional time series
ftsm

Fit functional time series model
median

Median
fbootstrap

Bootstrap independent and identically distributed functional data
median.fts

Median functions for functional time series
fplsr

Functional partial least squares regression
is.fts

Test for functional time series
error

Forecast error measure
sd.fts

Standard deviation functions for functional time series