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ftsa (version 1.2)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

2,402

Version

1.2

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

December 9th, 2009

Functions in ftsa (1.2)

plot.fmres

Plot residuals from a fitted functional model.
isfe.fts

Integrated Squared Forecast Error for models of various orders
quantile.fts

Quantile functions for functional time series
residuals.fm

Compute residuals from a functional model
extract

Extract variables or observations
fbootstrap

Bootstrap independent and identically distributed functional data
plot.ftsf

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

Variance functions for functional time series
summary.fm

Summary for functional time series model
median.fts

Median functions for functional time series
var

Variance
mean.fts

Mean functions for functional time series
sd

Standard deviation
forecast.ftsm

Forecast functional time series
cm.spline

Monotonic interpolating splines
error

Forecast error measure
ftsa-package

Functional time series analysis
plot.fm

Plot fitted model components for a functional model
median

Median
fplsrweightselect

Selecting an optimal weight parameter for the weighted functional partial least squares regression
sd.fts

Standard deviation functions for functional time series
ftsmweightselect

Selecting an optimal weight parameter for the weighted functional principal component regression
is.fts

Test for functional time series
fplsr

Functional partial least squares regression
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
diff.fts

Differences of a functional time series
ftsm

Fit functional time series model