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ftsa (version 3.3)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
3.3
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
May 28th, 2012
Functions in ftsa (3.3)
Search functions
ftsa-package
Functional time series analysis
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
sd
Standard deviation
plot.ftsm
Plot fitted model components for a functional time series model
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
var.fts
Variance functions for functional time series
mean.fts
Mean functions for functional time series
summary.fm
Summary for functional time series model
plot.fm
Plot fitted model components for a functional model
is.fts
Test for functional time series
diff.fts
Differences of a functional time series
sd.fts
Standard deviation functions for functional time series
quantile.fts
Quantile functions for functional time series
residuals.fm
Compute residuals from a functional model
extract
Extract variables or observations
median.fts
Median functions for functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
plot.fmres
Plot residuals from a fitted functional model.
ftsmiterativeforecasts
Forecast functional time series
forecastfplsr
Forecast functional time series
ftsm
Fit functional time series model
fplsr
Functional partial least squares regression
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
median
Median
error
Forecast error measure
forecast.ftsm
Forecast functional time series
var
Variance
centre
Mean function, variance function, median function, trim mean function of functional data
fbootstrap
Bootstrap independent and identically distributed functional data
plot.ftsf
Plot fitted model components for a functional time series model
plotfplsr
Plot fitted model components for a functional time series model