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ftsa (version 3.0)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
4,042
Version
3.0
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
January 20th, 2012
Functions in ftsa (3.0)
Search all functions
var.fts
Variance functions for functional time series
ftsmiterativeforecasts
Forecast functional time series
forecastfplsr
Forecast functional time series
extract
Extract variables or observations
diff.fts
Differences of a functional time series
fbootstrap
Bootstrap independent and identically distributed functional data
is.fts
Test for functional time series
var
Variance
mean.fts
Mean functions for functional time series
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
plot.fmres
Plot residuals from a fitted functional model.
plot.fm
Plot fitted model components for a functional model
plotfplsr
Plot fitted model components for a functional time series model
summary.fm
Summary for functional time series model
ftsa-package
Functional time series analysis
median.fts
Median functions for functional time series
plot.ftsm
Plot fitted model components for a functional time series model
sd
Standard deviation
quantile.fts
Quantile functions for functional time series
sd.fts
Standard deviation functions for functional time series
ftsm
Fit functional time series model
fplsr
Functional partial least squares regression
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
plot.ftsf
Plot fitted model components for a functional time series model
error
Forecast error measure
forecast.ftsm
Forecast functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
median
Median
centre
Mean function, variance function, median function, trim mean function of functional data
isfe.fts
Integrated Squared Forecast Error for models of various orders
residuals.fm
Compute residuals from a functional model