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ftsa (version 3.8)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
4,042
Version
3.8
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
April 5th, 2013
Functions in ftsa (3.8)
Search all functions
ftsmiterativeforecasts
Forecast functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
ftsa-package
Functional time series analysis
plot.fm
Plot fitted model components for a functional model
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
sd.fts
Standard deviation functions for functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
error
Forecast error measure
quantile.fts
Quantile functions for functional time series
extract
Extract variables or observations
plot.fmres
Plot residuals from a fitted functional model.
fbootstrap
Bootstrap independent and identically distributed functional data
sd
Standard deviation
diff.fts
Differences of a functional time series
ftsm
Fit functional time series model
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
median
Median
is.fts
Test for functional time series
residuals.fm
Compute residuals from a functional model
var
Variance
centre
Mean function, variance function, median function, trim mean function of functional data
fplsr
Functional partial least squares regression
forecastfplsr
Forecast functional time series
var.fts
Variance functions for functional time series
median.fts
Median functions for functional time series
forecast.ftsm
Forecast functional time series
plotfplsr
Plot fitted model components for a functional time series model
plot.ftsf
Plot fitted model components for a functional time series model
summary.fm
Summary for functional time series model
mean.fts
Mean functions for functional time series