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ftsa (version 2.9)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
4,042
Version
2.9
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
January 8th, 2012
Functions in ftsa (2.9)
Search all functions
error
Forecast error measure
residuals.fm
Compute residuals from a functional model
plot.ftsm
Plot fitted model components for a functional time series model
fbootstrap
Bootstrap independent and identically distributed functional data
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
extract
Extract variables or observations
plot.fmres
Plot residuals from a fitted functional model.
ftsmiterativeforecasts
Forecast functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
mean.fts
Mean functions for functional time series
forecastfplsr
Forecast functional time series
sd.fts
Standard deviation functions for functional time series
var.fts
Variance functions for functional time series
quantile.fts
Quantile functions for functional time series
ftsa-package
Functional time series analysis
sd
Standard deviation
plotfplsr
Plot fitted model components for a functional time series model
plot.fm
Plot fitted model components for a functional model
median.fts
Median functions for functional time series
summary.fm
Summary for functional time series model
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
is.fts
Test for functional time series
ftsm
Fit functional time series model
fplsr
Functional partial least squares regression
diff.fts
Differences of a functional time series
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
median
Median
centre
Mean function, variance function, median function, trim mean function of functional data
plot.ftsf
Plot fitted model components for a functional time series model
forecast.ftsm
Forecast functional time series
var
Variance