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ftsa (version 3.1)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

3.1

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

February 1st, 2012

Functions in ftsa (3.1)

summary.fm

Summary for functional time series model
extract

Extract variables or observations
var

Variance
sd

Standard deviation
mean.fts

Mean functions for functional time series
ftsmiterativeforecasts

Forecast functional time series
plot.ftsm

Plot fitted model components for a functional time series model
pcscorebootstrapdata

Bootstrap independent and identically distributed functional data or functional time series
fbootstrap

Bootstrap independent and identically distributed functional data
is.fts

Test for functional time series
ftsmweightselect

Selection of the weight parameter used in the weighted functional time series model.
var.fts

Variance functions for functional time series
quantile.fts

Quantile functions for functional time series
forecastfplsr

Forecast functional time series
median

Median
plot.ftsf

Plot fitted model components for a functional time series model
forecast.ftsm

Forecast functional time series
fplsr

Functional partial least squares regression
plotfplsr

Plot fitted model components for a functional time series model
error

Forecast error measure
median.fts

Median functions for functional time series
centre

Mean function, variance function, median function, trim mean function of functional data
ftsm

Fit functional time series model
isfe.fts

Integrated Squared Forecast Error for models of various orders
ftsa-package

Functional time series analysis
residuals.fm

Compute residuals from a functional model
diff.fts

Differences of a functional time series
plot.fmres

Plot residuals from a fitted functional model.
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
plot.fm

Plot fitted model components for a functional model
sd.fts

Standard deviation functions for functional time series