tsutils v0.9.0

0

Monthly downloads

0th

Percentile

Time Series Exploration, Modelling and Forecasting

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Readme

Functions for time series exploration, modelling and forecasting for R: tsutils package

Development repository for the tsutils package for R.

To install use:

if (!require("devtools")){install.packages("devtools")}

devtools::install_github("trnnick/tsutils")

Happy forecasting!

Functions in tsutils

Name Description
abc ABC analysis
wins Winsorise
getOptK Optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1)
residout Residuals control chart
referrals NHS A&E Referrals
lagmatrix Create lead/lags of a variable
mseastest Multiplicative seasonality test
geomean Geometric mean
nemenyi Nonparametric multiple comparisons (Nemenyi test)
cmav Centred moving average
theta Theta method
xyz XYZ analysis
seasdummy Create seasonal dummy variables.
coxstuart Cox-Stuart test
seasplot Seasonal plots with simplistic trend/season tests
trendtest Test a time series for trend
lambdaseq Generate sequence of lambda for LASSO regression
leadtrail Remove leading/training zeros/NAs
abcxyz ABC-XYZ visualisation
decomp Classical time series decomposition
tsutils tsutils: Time Series Exploration, Modelling and Forecasting
No Results!

Last month downloads

Details

Type Package
License GPL-3
Encoding UTF-8
LazyData true
URL https://github.com/trnnick/tsutils/
RoxygenNote 6.1.1
NeedsCompilation no
Packaged 2019-01-08 17:29:56 UTC; Nikos
Repository CRAN
Date/Publication 2019-01-11 17:10:07 UTC

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/tsutils)](http://www.rdocumentation.org/packages/tsutils)