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ftsa (version 4.0)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
4,042
Version
4.0
License
GPL (>= 2)
Maintainer
Shang H
Last Published
June 23rd, 2014
Functions in ftsa (4.0)
Search all functions
residuals.fm
Compute residuals from a functional model
quantile
Quantile
diff.fts
Differences of a functional time series
fbootstrap
Bootstrap independent and identically distributed functional data
centre
Mean function, variance function, median function, trim mean function of functional data
summary.fm
Summary for functional time series model
extract
Extract variables or observations
is.fts
Test for functional time series
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
plotfplsr
Plot fitted model components for a functional time series model
plot.ftsf
Plot fitted model components for a functional time series model
error
Forecast error measure
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
plot.fm
Plot fitted model components for a functional model
median
Median
ftsm
Fit functional time series model
plot.ftsm
Plot fitted model components for a functional time series model
quantile.fts
Quantile functions for functional time series
mean.fts
Mean functions for functional time series
plot.fmres
Plot residuals from a fitted functional model.
ftsa-package
Functional time series analysis
isfe.fts
Integrated Squared Forecast Error for models of various orders
median.fts
Median functions for functional time series
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
ftsmiterativeforecasts
Forecast functional time series
var.fts
Variance functions for functional time series
var
Variance
forecastfplsr
Forecast functional time series
sd.fts
Standard deviation functions for functional time series
sd
Standard deviation
forecast.ftsm
Forecast functional time series
fplsr
Functional partial least squares regression