Learn R Programming

⚠️There's a newer version (1.3.1) of this package.Take me there.

TSA (version 1.01)

Time Series Analysis

Description

Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan

Copy Link

Version

Install

install.packages('TSA')

Monthly Downloads

10,056

Version

1.01

License

GPL (>= 2)

Maintainer

Last Published

November 13th, 2012

Functions in TSA (1.01)

Deviations of an industrial process at Deere \& Co. -- Series 3

Time Series Analysis

Compute the Bootstrap Estimates of an ARIMA Model

A digitized sound file of a B flat played on a euphonium

A simulated AR(1) series

Generalized Portmanteau Tests for GARCH Models

Lagged Regression Plot

Monthly River Flow for the Iowa River

Blue Bird Potato Chip Data

Gold Price / time series

Deviations of an industrial process at Deere \& Co. -- Series 1

Deviations of an industrial process at Deere \& Co. -- Series 2

Simulated IMA(2,2) series / time series

Daily CREF Values

Fitted values of an arima model.

Simulate a first-order quadratic AR model

Fitting an ARIMA model with Exogeneous Variables

plot.armasubsets

Plot the Best Subset ARMA models

Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Function

A digitized sound file of a B flat played on a tenor trombone

Number of days between payment to Winegard Corp. / time series

A simulated MA(2) series

Quarterly earnings per share for the Johnson \& Johnson Company

Innovative Outlier Detection

Extract the season info from a time series

A simulated MA(1) series / time series

Annual sales of certain large equipment

Average hourly wages in the apparel industry / time series

Determine the power transformation for serially correlated data

Keenan's one-degree test for nonlinearity

Auto- and Cross- Covariance and -Correlation Function Estimation

Monthly total international airline passengers

A simulated AR(1) series

Estimation of a TAR model

Monthly Milk Production

Compute the sample extended acf (ESACF)

Daily CREF Bond Values

Annual rainfall in Los Angeles / time series

Prey series / time series

Monthly public transit boardings and gasoline price in Denver

Tsay's Test for nonlinearity

Monthly US electricity production / time series

A simulated random walk / Time series

Simulate a GARCH process

Fitting an ARIMA model with Exogeneous Variables

Monthly sales to dealers of a specialty oil filter/time series

Computing the periodogram

Average hours worked in US manufacturing sector / time series

A Simulated ARMA(1,1) Series/ time series

summary.armasubsets

Summary of output from the armasubsets function

Asimulated AR(2) series / time series

Portmanteau Tests for Fitted ARIMA models

Theoretical spectral density function of a stationary ARMA model

rstandard.Arima

Compute the Standardized Residuals from a Fitted ARIMA Model

Model diagnostics for a fitted TAR model

Likelihood ratio test for threshold nonlinearity

Monthly average temperature in Dubuque/time series

Compute and Plot the Forecasts Based on a Fitted Time Series Model

Monthly unit sales of recreational vehicles / time series

Canadian hare data/ time series

Star Brightness

Daily US Dollar to Hong Kong Dollar Exchange Rates

Selection of Subset ARMA Models

Relative annual sunspot number / time series

A simulated explosive AR(1) series

An experimental prey-predator time series

Compute the lag of a vector.

Find the asympotitc behavior of the skeleton of a TAR model

Additive Outlier Detection

Daily returns of the google stock

Cost per prescription / time series

Monthly beer sales / time series

Monthly Airline Passenger-Miles in the US

U.K. retail sales / time series

Monthly Oil Price / time series

Model Diagnostics for a Fitted ARIMA Model

Annual international sunspot numbers

A simulated MA(1) series / time series

Computing the spectrum

Levels of Carbon Dioxide at Alert, Canada / Time series

A digitized sound file of a B flat played on a BB flat tuba

Color property/time series

The distance of a robot from a desired position / time series

Construct harmonic functions for fitting harmonic trend model

Simulate a two-regime TAR model

Quarterly Standard \& Poor's Composite Index of stock price values / time series

Bluebird Lite potato chip data

Prediction based on a fitted TAR model