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ftsa (version 3.7)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
3.7
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
February 21st, 2013
Functions in ftsa (3.7)
Search functions
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
isfe.fts
Integrated Squared Forecast Error for models of various orders
ftsmiterativeforecasts
Forecast functional time series
extract
Extract variables or observations
sd
Standard deviation
median
Median
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
var.fts
Variance functions for functional time series
var
Variance
error
Forecast error measure
plotfplsr
Plot fitted model components for a functional time series model
mean.fts
Mean functions for functional time series
plot.fmres
Plot residuals from a fitted functional model.
ftsa-package
Functional time series analysis
plot.fm
Plot fitted model components for a functional model
quantile.fts
Quantile functions for functional time series
ftsm
Fit functional time series model
plot.ftsf
Plot fitted model components for a functional time series model
diff.fts
Differences of a functional time series
is.fts
Test for functional time series
fbootstrap
Bootstrap independent and identically distributed functional data
forecastfplsr
Forecast functional time series
summary.fm
Summary for 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
residuals.fm
Compute residuals from a functional model
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
forecast.ftsm
Forecast functional time series
median.fts
Median functions for functional time series
plot.ftsm
Plot fitted model components for a functional time series model
fplsr
Functional partial least squares regression