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ftsa (version 2.8)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
2.8
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
January 6th, 2012
Functions in ftsa (2.8)
Search functions
sd.fts
Standard deviation functions for functional time series
extract
Extract variables or observations
residuals.fm
Compute residuals from a functional model
ftsmiterativeforecasts
Forecast functional time series
diff.fts
Differences of a functional time series
plot.ftsm
Plot fitted model components for a functional time series model
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
median.fts
Median functions for functional time series
sd
Standard deviation
error
Forecast error measure
ftsa-package
Functional time series analysis
centre
Mean function, variance function, median function, trim mean function of functional data
forecastfplsr
Forecast functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
mean.fts
Mean functions for functional time series
ftsm
Fit functional time series model
var
Variance
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
plot.ftsf
Plot fitted model components for a functional time series model
fplsr
Functional partial least squares regression
forecast.ftsm
Forecast functional time series
plotfplsr
Plot fitted model components for a functional time series model
is.fts
Test for functional time series
plot.fm
Plot fitted model components for a functional model
fbootstrap
Bootstrap independent and identically distributed functional data
median
Median
var.fts
Variance functions for functional time series
quantile.fts
Quantile functions for functional time series
plot.fmres
Plot residuals from a fitted functional model.
summary.fm
Summary for functional time series model