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ftsa (version 1.4)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

1.4

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

February 12th, 2010

Functions in ftsa (1.4)

error

Forecast error measure
is.fts

Test for functional time series
median

Median
mean.fts

Mean functions for functional time series
diff.fts

Differences of a functional time series
isfe.fts

Integrated Squared Forecast Error for models of various orders
cm.spline

Monotonic interpolating splines
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
fbootstrap

Bootstrap independent and identically distributed functional data
median.fts

Median functions for functional time series
summary.fm

Summary for functional time series model
extract

Extract variables or observations
var

Variance
plot.ftsf

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

Quantile functions for functional time series
var.fts

Variance functions for functional time series
plot.fm

Plot fitted model components for a functional model
fplsr

Functional partial least squares regression
sd.fts

Standard deviation functions for functional time series
forecast.ftsm

Forecast functional time series
sd

Standard deviation
residuals.fm

Compute residuals from a functional model
plot.fmres

Plot residuals from a fitted functional model.
ftsm

Fit functional time series model
ftsa-package

Functional time series analysis