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ftsa (version 2.0)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

2.0

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

October 14th, 2010

Functions in ftsa (2.0)

fbootstrap

Bootstrap independent and identically distributed functional data
diff.fts

Differences of a functional time series
dynupdate

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

Forecast functional time series
quantile.fts

Quantile functions for functional time series
sd

Standard deviation
median.fts

Median functions for functional time series
is.fts

Test for functional time series
sd.fts

Standard deviation functions for functional time series
plot.fmres

Plot residuals from a fitted functional model.
summary.fm

Summary for functional time series model
residuals.fm

Compute residuals from a functional model
plot.ftsm

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

Mean functions for functional time series
var

Variance
error

Forecast error measure
median

Median
extract

Extract variables or observations
plot.fm

Plot fitted model components for a functional model
ftsa-package

Functional time series analysis
plot.ftsf

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

Variance functions for functional time series
isfe.fts

Integrated Squared Forecast Error for models of various orders
ftsm

Fit functional time series model
fplsr

Functional partial least squares regression