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aTSA (version 3.1.2.1)

Alternative Time Series Analysis

Description

Contains some tools for testing, analyzing time series data and fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also provide nice and clear outputs like SAS does, such as identify, estimate and forecast, which are the same statements in PROC ARIMA in SAS.

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Version

Install

install.packages('aTSA')

Monthly Downloads

9,103

Version

3.1.2.1

License

GPL-2 | GPL-3

Maintainer

Last Published

February 21st, 2024

Functions in aTSA (3.1.2.1)

expsmooth

Simple Exponential Smoothing
ts.diag

Diagnostics for ARIMA fits
kpss.test

Kwiatkowski-Phillips-Schmidt-Shin Test
forecast

Forecast From ARIMA Fits
stepar

Stepwise Autoregressive Model
pp.test

Phillips-Perron Test
stationary.test

Stationary Test for Univariate Time Series
identify

Identify a Time Series Model
trend.test

Trend Test
coint.test

Cointegration Test
estimate

Estimate an ARIMA Model
ecm

Error Correction Model
arch.test

ARCH Engle's Test for Residual Heteroscedasticity
MA

Moving Average Filter
Holt

Holt's Two-parameter Exponential Smoothing
accurate

Accurate Computation
adf.test

Augmented Dickey-Fuller Test
Winters

Winters Three-parameter Smoothing
aTSA

Alternative Time Series Analysis