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ftsa (version 3.6)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

3.6

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

October 24th, 2012

Functions in ftsa (3.6)

plot.fmres

Plot residuals from a fitted functional model.
ftsmiterativeforecasts

Forecast functional time series
median.fts

Median functions for functional time series
fbootstrap

Bootstrap independent and identically distributed functional data
diff.fts

Differences of a functional time series
error

Forecast error measure
forecastfplsr

Forecast functional time series
ftsmweightselect

Selection of the weight parameter used in the weighted functional time series model.
plot.ftsm

Plot fitted model components for a functional time series model
centre

Mean function, variance function, median function, trim mean function of functional data
sd.fts

Standard deviation functions for functional time series
plot.fm

Plot fitted model components for a functional model
var.fts

Variance functions for functional time series
residuals.fm

Compute residuals from a functional model
plotfplsr

Plot fitted model components for a functional time series model
plot.ftsf

Plot fitted model components for a functional time series model
quantile.fts

Quantile functions for functional time series
ftsm

Fit functional time series model
var

Variance
ftsa-package

Functional time series analysis
mean.fts

Mean functions for functional time series
forecast.ftsm

Forecast functional time series
dynupdate

Dynamic updates via BM, OLS, RR and PLS methods
is.fts

Test for functional time series
isfe.fts

Integrated Squared Forecast Error for models of various orders
extract

Extract variables or observations
pcscorebootstrapdata

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

Functional partial least squares regression
summary.fm

Summary for functional time series model
median

Median
sd

Standard deviation