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ftsa (version 4.1)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
4,042
Version
4.1
License
GPL (>= 2)
Maintainer
Shang H
Last Published
December 10th, 2014
Functions in ftsa (4.1)
Search all functions
fbootstrap
Bootstrap independent and identically distributed functional data
median
Median
diff.fts
Differences of a functional time series
plotfplsr
Plot fitted model components for a functional time series model
plot.ftsm
Plot fitted model components for a functional time series model
quantile.fts
Quantile functions for functional time series
is.fts
Test for functional time series
plot.fm
Plot fitted model components for a functional model
ftsm
Fit functional time series model
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
var
Variance
centre
Mean function, variance function, median function, trim mean function of functional data
plot.fmres
Plot residuals from a fitted functional model.
forecastfplsr
Forecast functional time series
extract
Extract variables or observations
ftsa-package
Functional time series analysis
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
median.fts
Median functions for functional time series
fplsr
Functional partial least squares regression
plot.ftsf
Plot fitted model components for a functional time series model
ftsmiterativeforecasts
Forecast functional time series
var.fts
Variance functions for functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
sd.fts
Standard deviation functions for functional time series
error
Forecast error measure
quantile
Quantile
mean.fts
Mean functions for functional time series
summary.fm
Summary for functional time series model
forecast.ftsm
Forecast functional time series
residuals.fm
Compute residuals from a functional model
sd
Standard deviation