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ftsa (version 3.7)

Functional time series analysis

Description

Functions for functional time series

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Version

Install

install.packages('ftsa')

Monthly Downloads

4,042

Version

3.7

License

GPL (>= 2)

Maintainer

Han Lin Shang

Last Published

February 21st, 2013

Functions in ftsa (3.7)

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