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ftsa (version 3.2)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
2,538
Version
3.2
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
May 21st, 2012
Functions in ftsa (3.2)
Search all functions
is.fts
Test for functional time series
extract
Extract variables or observations
sd.fts
Standard deviation functions for functional time series
plot.ftsf
Plot fitted model components for a functional time series model
error
Forecast error measure
quantile.fts
Quantile functions for functional time series
ftsmiterativeforecasts
Forecast functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
residuals.fm
Compute residuals from a functional model
ftsa-package
Functional time series analysis
plot.fm
Plot fitted model components for a functional model
median.fts
Median functions for functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
fbootstrap
Bootstrap independent and identically distributed functional data
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.
centre
Mean function, variance function, median function, trim mean function of functional data
plot.fmres
Plot residuals from a fitted functional model.
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
median
Median
var.fts
Variance functions for functional time series
forecast.ftsm
Forecast functional time series
plotfplsr
Plot fitted model components for a functional time series model
mean.fts
Mean functions for functional time series
summary.fm
Summary for functional time series model
ftsm
Fit functional time series model
fplsr
Functional partial least squares regression
diff.fts
Differences of a functional time series
forecastfplsr
Forecast functional time series