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ftsa (version 1.6)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

1.6

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

March 15th, 2010

Functions in ftsa (1.6)

ftsa-package

Functional time series analysis
var

Variance
extract

Extract variables or observations
var.fts

Variance functions for functional time series
plot.fm

Plot fitted model components for a functional model
error

Forecast error measure
isfe.fts

Integrated Squared Forecast Error for models of various orders
plot.fmres

Plot residuals from a fitted functional model.
residuals.fm

Compute residuals from a functional model
sd

Standard deviation
fbootstrap

Bootstrap independent and identically distributed functional data
median.fts

Median functions for functional time series
quantile.fts

Quantile functions for functional time series
diff.fts

Differences of a functional time series
forecast.ftsm

Forecast functional time series
fplsr

Functional partial least squares regression
is.fts

Test for functional time series
sd.fts

Standard deviation functions for functional time series
mean.fts

Mean functions for functional time series
plot.ftsf

Plot fitted model components for a functional time series model
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
cm.spline

Monotonic interpolating splines
summary.fm

Summary for functional time series model
ftsm

Fit functional time series model
median

Median