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ftsa (version 6.7)
Functional Time Series Analysis
Description
Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.
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Install
install.packages('ftsa')
Monthly Downloads
4,565
Version
6.7
License
GPL-3
Maintainer
Han Lin Shang
Last Published
March 31st, 2026
Functions in ftsa (6.7)
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centre
Mean function, variance function, median function, trim mean function of functional data
diff.fts
Differences of a functional time series
error
Forecast error measure
T_stationary
Testing stationarity of functional time series
facf
Functional autocorrelation function
farforecast
Functional data forecasting through functional principal component autoregression
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
extract
Extract variables or observations
fbootstrap
Bootstrap independent and identically distributed functional data
dynamic_FLR
Dynamic updates via functional linear regression
fplsr
Functional partial least squares regression
ftsm
Fit functional time series model
isfe.fts
Integrated Squared Forecast Error for models of various orders
ftsmiterativeforecasts
Forecast functional time series
ftsa-package
Functional Time Series Analysis
ftsmweightselect
Selection of the weight parameter used in the weighted functional time series model.
long_run_covariance_estimation
Estimating long-run covariance function for a functional time series
forecast.ftsm
Forecast functional time series
forecastfplsr
Forecast functional time series
is.fts
Test for functional time series
quantile
Quantile
pm_10_GR
Particulate Matter Concentrations (pm10)
plot.fm
Plot fitted model components for a functional model
pcscorebootstrapdata
Bootstrap independent and identically distributed functional data or functional time series
residuals.fm
Compute residuals from a functional model
skew_t_fun
Skewed t distribution
stop_time_detect
Detection of the optimal stopping time in a curve time series
quantile.fts
Quantile functions for functional time series
median.fts
Median functions for functional time series
plot.ftsm
Plot fitted model components for a functional time series model
stop_time_sim_data
Simulated functional time series from a functional autoregression of order one
var
Variance
mean.fts
Mean functions for functional time series
plot.ftsf
Plot fitted model components for a functional time series model
plot.fmres
Plot residuals from a fitted functional model.
summary.fm
Summary for functional time series model
sim_FARMA
Simulating data from a functional autoregressive moving average process
plotfplsr
Plot fitted model components for a functional time series model
var.fts
Variance functions for functional time series
sd
Standard deviation
sd.fts
Standard deviation functions for functional time series