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TSA (version 1.3)

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.

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Version

Install

install.packages('TSA')

Monthly Downloads

10,056

Version

1.3

License

GPL (>= 2)

Maintainer

Last Published

September 13th, 2020

Functions in TSA (1.3)

Determine the power transformation for serially correlated data

Keenan's one-degree test for nonlinearity

Tsay's Test for nonlinearity

Portmanteau Tests for Fitted ARIMA models

Quarterly earnings per share for the Johnson \& Johnson Company

Time Series Analysis

Theoretical spectral density function of a stationary ARMA model

Auto- and Cross- Covariance and -Correlation Function Estimation

Daily CREF Values

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

Monthly Airline Passenger-Miles in the US

Fitting an ARIMA model with Exogeneous Variables

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

Monthly total international airline passengers

summary.armasubsets

Summary of output from the armasubsets function

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

A simulated AR(1) series

Asimulated AR(2) series / time series

Computing the periodogram

Fitting an ARIMA model with Exogeneous Variables

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

Bluebird Lite potato chip data

Blue Bird Potato Chip Data

Compute the Bootstrap Estimates of an ARIMA Model

A simulated AR(1) series

Color property/time series

Monthly US electricity production / time series

Selection of Subset ARMA Models

Monthly beer sales / time series

Monthly public transit boardings and gasoline price in Denver

Additive Outlier Detection

Computing the spectrum

Daily CREF Bond Values

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

Daily returns of the google stock

A simulated MA(2) series

Simulated IMA(2,2) series / time series

Innovative Outlier Detection

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

Levels of Carbon Dioxide at Alert, Canada / Time series

Compute the sample extended acf (ESACF)

A simulated explosive AR(1) series

Lagged Regression Plot

Annual rainfall in Los Angeles / time series

Construct harmonic functions for fitting harmonic trend model

A simulated MA(1) series / time series

plot.armasubsets

Plot the Best Subset ARMA models

Fitted values of an arima model.

Average hours worked in US manufacturing sector / time series

Annual international sunspot numbers

Canadian hare data/ time series

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

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

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

Daily US Dollar to Hong Kong Dollar Exchange Rates

Compute the lag of a vector.

Annual sales of certain large equipment

Star Brightness

Simulate a two-regime TAR model

U.K. retail sales / time series

Monthly unit sales of recreational vehicles / time series

Extract the season info from a time series

Simulate a first-order quadratic AR model

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

Monthly River Flow for the Iowa River

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

Generalized Portmanteau Tests for GARCH Models

Gold Price / time series

Simulate a GARCH process

A simulated MA(1) series / time series

Model diagnostics for a fitted TAR model

Prediction based on a fitted TAR model

Monthly Oil Price / time series

Find the asympotitc behavior of the skeleton of a TAR model

Cost per prescription / time series

Monthly Milk Production

rstandard.Arima

Compute the Standardized Residuals from a Fitted ARIMA Model

An experimental prey-predator time series

Relative annual sunspot number / time series

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

Estimation of a TAR model

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

Monthly average temperature in Dubuque/time series

Likelihood ratio test for threshold nonlinearity

Average hourly wages in the apparel industry / time series

Model Diagnostics for a Fitted ARIMAX Model

A simulated random walk / Time series

Prey series / time series