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ftsa (version 1.7)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
1.7
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
May 16th, 2010
Functions in ftsa (1.7)
Search functions
diff.fts
Differences of a functional time series
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
error
Forecast error measure
plot.ftsm
Plot fitted model components for a functional time series model
median
Median
plot.fmres
Plot residuals from a fitted functional model.
plot.ftsf
Plot fitted model components for a functional time series model
ftsa-package
Functional time series analysis
is.fts
Test for functional time series
quantile.fts
Quantile functions for functional time series
median.fts
Median functions for functional time series
plot.fm
Plot fitted model components for a functional model
isfe.fts
Integrated Squared Forecast Error for models of various orders
fplsr
Functional partial least squares regression
forecast.ftsm
Forecast functional time series
extract
Extract variables or observations
fbootstrap
Bootstrap independent and identically distributed functional data
mean.fts
Mean functions for functional time series
ftsm
Fit functional time series model
sd.fts
Standard deviation functions for functional time series
summary.fm
Summary for functional time series model
residuals.fm
Compute residuals from a functional model
var
Variance
sd
Standard deviation
var.fts
Variance functions for functional time series