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ftsa (version 1.5)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

1.5

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

February 22nd, 2010

Functions in ftsa (1.5)

summary.fm

Summary for functional time series model
isfe.fts

Integrated Squared Forecast Error for models of various orders
fbootstrap

Bootstrap independent and identically distributed functional data
is.fts

Test for functional time series
extract

Extract variables or observations
diff.fts

Differences of a functional time series
median

Median
cm.spline

Monotonic interpolating splines
plot.fmres

Plot residuals from a fitted functional model.
mean.fts

Mean functions for functional time series
residuals.fm

Compute residuals from a functional model
sd.fts

Standard deviation functions for functional time series
sd

Standard deviation
plot.fm

Plot fitted model components for a functional model
quantile.fts

Quantile functions for functional time series
median.fts

Median functions for functional time series
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
forecast.ftsm

Forecast functional time series
ftsm

Fit functional time series model
var.fts

Variance functions for functional time series
plot.ftsf

Plot fitted model components for a functional time series model
error

Forecast error measure
ftsa-package

Functional time series analysis
fplsr

Functional partial least squares regression
var

Variance