Learn R Programming

⚠️There's a newer version (6.5) of this package.Take me there.

ftsa (version 3.2)

Functional time series analysis

Description

Functions for functional time series

Copy Link

Version

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)

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