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ftsa (version 2.3)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
2.3
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
December 7th, 2010
Functions in ftsa (2.3)
Search functions
ftsa-package
Functional time series analysis
mean.fts
Mean functions for functional time series
error
Forecast error measure
isfe.fts
Integrated Squared Forecast Error for models of various orders
plot.ftsf
Plot fitted model components for a functional time series model
diff.fts
Differences of a functional time series
median.fts
Median functions for functional time series
extract
Extract variables or observations
fbootstrap
Bootstrap independent and identically distributed functional data
is.fts
Test for functional time series
median
Median
plot.fmres
Plot residuals from a fitted functional model.
plot.fm
Plot fitted model components for a functional model
ftsm
Fit functional time series model
forecast.ftsm
Forecast functional time series
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
plot.ftsm
Plot fitted model components for a functional time series model
fplsr
Functional partial least squares regression
quantile.fts
Quantile functions for functional time series
residuals.fm
Compute residuals from a functional model
var.fts
Variance functions for functional time series
sd.fts
Standard deviation functions for functional time series
sd
Standard deviation
summary.fm
Summary for functional time series model
var
Variance