install.packages('tsapp')BoxCox determines the power of a Box-Cox transformation to stabilize the variance of a time seriesGrangercaus determines three values of BIC from a twodimensional VAR processHAC computes the central quantity (the meat) in the HAC covariance matrix estimator, also called
sandwich estimator. HAC is the abbreviation for "heteroskedasticity and autocorrelation consistent".lagwinba Bartlett's Lag-window for indirect spectrum estimationLjungBoxPierceTest determines the test statistic and p values for several lags for a residual seriesRS rescaled adjusted range statisticinterpol help function for misslsacfpacf produces a plot of the acf and the pacf of a time seriesacfmat computes a sequence of autocorrelation matrices for a multivariate time seriesdynspecest performs a dynamic spectrum estimationperwinpa Parzen's window for direct spectral estimationlagwinpa Parzen's Lag-window for indirect spectrum estimationperwinda Daniell window for direct spectral estimationinit_values is an auxiliary function for rlassoHAC, for fitting linear models with
the method of least squares where only the variables in X with highest correlations
are considered; taken from package hdm.kweightsHAC help function for HAClambdaCalculationLoad is an auxiliary function for rlassoLoad; it calculates the penalty parameters
with predefined loadings.pestep help function for missarldrec does Levinson-Durbin recursion for determing all coefficients a(i,j)polymake generates the coefficients of an AR process given the zeros of the
characteristic polynomial. The norm of the roots must be greater than one for stationary processes.missls substitutes missing values in a time series using the LS approach with ARMA modelspsifair is a psi-function for robust estimationpsihuber is a psi-function for robust estimationmoveav smoothes a time series by moving averagesrobsplinedecomp decomposes a vector into trend, season and irregular component
by robustified spline approach; a time series attribute is lostsplinedecomp decomposes a time series into trend, season and irregular component
by spline approach.bandfilt does a bandpass filtering of a time seriessimpledecomp decomposes a vector into trend, season and irregular component
by linear regression approachstatcheck determines the means, standard deviations and acf's of segmets of a time series
and plots the acf's for the segments.taper taper modification of a time seriestsmat constructs a (n-p+1,p) matrix from a time series
where the first column is the shortened series y[p],...,y[n], the second is y[p-1],...,y[n-1], etc.pacfmat sequence of partial autocorrelation matrices and related statistics for a multivariate time seriesoutidentify performs one iteration of Wei's iterative procedure to identify impact, locations and type
of outliers in arma processesbispeces performs indirect bivariate spectral estimation of two series y1, y2 using lagwindowsmovemed smoothes a time series by moving mediansperiodogram determines the periodogram of a time seriessmoothls smoothes a time series by Whittaker graduation.
The function depends on the package Matrix.mfraccheck computes the absolute empirical moments of the differenced series for various lags
and moment orders. E.g. for lag = 3 and moment order = 1 the average absolute value of
the differences with lag 3 will be computed. By default, the maximum lag is determined
so that the differenced series contains at lest 50 observations.missar Substitution of missing values in a time series by
conditional exspectations of AR(p) modelsrlassoHAC performs Lasso estimation under heteroscedastic and autocorrelated non-Gaussian disturbances.rlassoLoad performs Lasso estimation under heteroscedastic and autocorrelated non-Gaussian disturbances
with predefined penalty loadings.subsets determines all subsets of a set of n elements (labelled by 1,2,...,n ).symplot produces a symmetry plotsmoothrb smoothes a time series robustly by using Huber's psi-function.
The initialisation uses a moving median.armathspec determines the theoretical spectrum of an arma processaspectratio determines the aspect ratio to plot a time serieslagwintu Tukey's Lag-window for indirect spectrum estimationlambdaCalculationHAC is an auxiliary function for rlassoHAC; it calculates the penalty parameters.specest direct spectral estimation of series y
using periodogram window winperiodotest computes the p-value of the test for a hidden periodicityperwinba Bartlett-Priestley window for direct spectral estimationspecplot plot of spectral estimatewntest graphical test for white noise for a time series or a series of regression residualsvartable determines table of variate differences