# TSA: Time Series Analysis

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

- Author
- Kung-Sik Chan, Brian Ripley
- Date of publication
- 2012-11-13 06:55:49
- Maintainer
- Kung-Sik Chan <kungsik.chan@gmail.com>
- License
- GPL (>= 2)
- Version
- 1.01
- URLs

## Man pages

- acf
- Auto- and Cross- Covariance and -Correlation Function...
- acf
- Auto- and Cross- Covariance and -Correlation Function...
- airmiles
- Monthly Airline Passenger-Miles in the US
- airmiles
- Monthly Airline Passenger-Miles in the US
- airpass
- Monthly total international airline passengers
- airpass
- Monthly total international airline passengers
- ar1.2.s
- A simulated AR(1) series
- ar1.2.s
- A simulated AR(1) series
- ar1.s
- A simulated AR(1) series
- ar1.s
- A simulated AR(1) series
- ar2.s
- Asimulated AR(2) series / time series
- ar2.s
- Asimulated AR(2) series / time series
- arima
- Fitting an ARIMA model with Exogeneous Variables
- arima
- Fitting an ARIMA model with Exogeneous Variables
- arima.boot
- Compute the Bootstrap Estimates of an ARIMA Model
- arima.boot
- Compute the Bootstrap Estimates of an ARIMA Model
- arimax
- Fitting an ARIMA model with Exogeneous Variables
- arimax
- Fitting an ARIMA model with Exogeneous Variables
- arma11.s
- A Simulated ARMA(1,1) Series/ time series
- arma11.s
- A Simulated ARMA(1,1) Series/ time series
- ARMAspec
- Theoretical spectral density function of a stationary ARMA...
- ARMAspec
- Theoretical spectral density function of a stationary ARMA...
- armasubsets
- Selection of Subset ARMA Models
- armasubsets
- Selection of Subset ARMA Models
- beersales
- Monthly beer sales / time series
- beersales
- Monthly beer sales / time series
- bluebird
- Blue Bird Potato Chip Data
- bluebird
- Blue Bird Potato Chip Data
- bluebirdlite
- Bluebird Lite potato chip data
- bluebirdlite
- Bluebird Lite potato chip data
- boardings
- Monthly public transit boardings and gasoline price in Denver
- boardings
- Monthly public transit boardings and gasoline price in Denver
- BoxCox.ar
- Determine the power transformation for serially correlated...
- BoxCox.ar
- Determine the power transformation for serially correlated...
- co2
- Levels of Carbon Dioxide at Alert, Canada / Time series
- co2
- Levels of Carbon Dioxide at Alert, Canada / Time series
- color
- Color property/time series
- color
- Color property/time series
- CREF
- Daily CREF Values
- CREF
- Daily CREF Values
- cref.bond
- Daily CREF Bond Values
- cref.bond
- Daily CREF Bond Values
- days
- Number of days between payment to Winegard Corp. / time...
- deere1
- Deviations of an industrial process at Deere & Co. - Series 1
- deere1
- Deviations of an industrial process at Deere & Co. - Series 1
- deere2
- Deviations of an industrial process at Deere & Co. - Series 2
- deere2
- Deviations of an industrial process at Deere & Co. - Series 2
- deere3
- Deviations of an industrial process at Deere & Co. - Series 3
- deere3
- Deviations of an industrial process at Deere & Co. - Series 3
- detectAO
- Additive Outlier Detection
- detectAO
- Additive Outlier Detection
- detectIO
- Innovative Outlier Detection
- detectIO
- Innovative Outlier Detection
- eacf
- Compute the sample extended acf (ESACF)
- eacf
- Compute the sample extended acf (ESACF)
- eeg
- EEG Data
- eeg
- EEG Data
- electricity
- Monthly US electricity production / time series
- electricity
- Monthly US electricity production / time series
- euph
- A digitized sound file of a B flat played on a euphonium
- euph
- A digitized sound file of a B flat played on a euphonium
- explode.s
- A simulated explosive AR(1) series
- explode.s
- A simulated explosive AR(1) series
- fitted.Arima
- Fitted values of an arima model.
- fitted.Arima
- Fitted values of an arima model.
- flow
- Monthly River Flow for the Iowa River
- flow
- Monthly River Flow for the Iowa River
- garch.sim
- Simulate a GARCH process
- garch.sim
- Simulate a GARCH process
- gBox
- Generalized Portmanteau Tests for GARCH Models
- gBox
- Generalized Portmanteau Tests for GARCH Models
- gold
- Gold Price / time series
- gold
- Gold Price / time series
- Daily returns of the google stock
- Daily returns of the google stock
- hare
- Canadian hare data/ time series
- hare
- Canadian hare data/ time series
- harmonic
- Construct harmonic functions for fitting harmonic trend model
- harmonic
- Construct harmonic functions for fitting harmonic trend model
- hours
- Average hours worked in US manufacturing sector / time series
- hours
- Average hours worked in US manufacturing sector / time series
- ima22.s
- Simulated IMA(2,2) series / time series
- ima22.s
- Simulated IMA(2,2) series / time series
- JJ
- Quarterly earnings per share for the Johnson & Johnson...
- JJ
- Quarterly earnings per share for the Johnson & Johnson...
- Keenan.test
- Keenan's one-degree test for nonlinearity
- Keenan.test
- Keenan's one-degree test for nonlinearity
- kurtosis
- Kurtosis
- kurtosis
- Kurtosis
- lagplot
- Lagged Regression Plot
- lagplot
- Lagged Regression Plot
- larain
- Annual rainfall in Los Angeles / time series
- larain
- Annual rainfall in Los Angeles / time series
- LB.test
- Portmanteau Tests for Fitted ARIMA models
- LB.test
- Portmanteau Tests for Fitted ARIMA models
- ma1.1.s
- A simulated MA(1) series / time series
- ma1.1.s
- A simulated MA(1) series / time series
- ma1.2.s
- A simulated MA(1) series / time series
- ma1.2.s
- A simulated MA(1) series / time series
- ma2.s
- A simulated MA(2) series
- ma2.s
- A simulated MA(2) series
- McLeod.Li.test
- McLeod-Li test
- McLeod.Li.test
- McLeod-Li test
- milk
- Monthly Milk Production
- milk
- Monthly Milk Production
- oilfilters
- Monthly sales to dealers of a specialty oil filter/time...
- oil.price
- Monthly Oil Price / time series
- oil.price
- Monthly Oil Price / time series
- periodogram
- Computing the periodogram
- periodogram
- Computing the periodogram
- plot1.acf
- Plot1
- plot1.acf
- Plot1
- plot.Arima
- Compute and Plot the Forecasts Based on a Fitted Time Series...
- plot.Arima
- Compute and Plot the Forecasts Based on a Fitted Time Series...
- plot.armasubsets
- Plot the Best Subset ARMA models
- plot.armasubsets
- Plot the Best Subset ARMA models
- predict.TAR
- Prediction based on a fitted TAR model
- predict.TAR
- Prediction based on a fitted TAR model
- prescrip
- Cost per prescription / time series
- prescrip
- Cost per prescription / time series
- prewhiten
- Prewhiten a Bivariate Time Series, and Compute and Plot Their...
- prewhiten
- Prewhiten a Bivariate Time Series, and Compute and Plot Their...
- prey.eq
- Prey series / time series
- prey.eq
- Prey series / time series
- qar.sim
- Simulate a first-order quadratic AR model
- qar.sim
- Simulate a first-order quadratic AR model
- retail
- U.K. retail sales / time series
- retail
- U.K. retail sales / time series
- robot
- The distance of a robot from a desired position / time series
- robot
- The distance of a robot from a desired position / time series
- rstandard.Arima
- Compute the Standardized Residuals from a Fitted ARIMA Model
- rstandard.Arima
- Compute the Standardized Residuals from a Fitted ARIMA Model
- runs
- Runs test
- runs
- Runs test
- rwalk
- A simulated random walk / Time series
- rwalk
- A simulated random walk / Time series
- season
- Extract the season info from a time series
- season
- Extract the season info from a time series
- skewness
- Skewness
- skewness
- Skewness
- SP
- Quarterly Standard & Poor's Composite Index of stock price...
- SP
- Quarterly Standard & Poor's Composite Index of stock price...
- spec
- Computing the spectrum
- spec
- Computing the spectrum
- spots
- Relative annual sunspot number / time series
- spots
- Relative annual sunspot number / time series
- spots1
- Annual international sunspot numbers
- spots1
- Annual international sunspot numbers
- star
- Star Brightness
- star
- Star Brightness
- summary.armasubsets
- Summary of output from the armasubsets function
- summary.armasubsets
- Summary of output from the armasubsets function
- tar
- Estimation of a TAR model
- tar
- Estimation of a TAR model
- tar.sim
- Simulate a two-regime TAR model
- tar.sim
- Simulate a two-regime TAR model
- tar.skeleton
- Find the asympotitc behavior of the skeleton of a TAR model
- tar.skeleton
- Find the asympotitc behavior of the skeleton of a TAR model
- tbone
- A digitized sound file of a B flat played on a tenor trombone
- tbone
- A digitized sound file of a B flat played on a tenor trombone
- tempdub
- Monthly average temperature in Dubuque/time series
- tempdub
- Monthly average temperature in Dubuque/time series
- tlrt
- Likelihood ratio test for threshold nonlinearity
- tlrt
- Likelihood ratio test for threshold nonlinearity
- TSA-package
- Time Series Analysis
- TSA-package
- Time Series Analysis
- Tsay.test
- Tsay's Test for nonlinearity
- Tsay.test
- Tsay's Test for nonlinearity
- tsdiag.Arima
- Model Diagnostics for a Fitted ARIMA Model
- tsdiag.Arima
- Model Diagnostics for a Fitted ARIMA Model
- tsdiag.TAR
- Model diagnostics for a fitted TAR model
- tsdiag.TAR
- Model diagnostics for a fitted TAR model
- tuba
- A digitized sound file of a B flat played on a BB flat tuba
- tuba
- A digitized sound file of a B flat played on a BB flat tuba
- units
- Annual sales of certain large equipment
- units
- Annual sales of certain large equipment
- usd.hkd
- Daily US Dollar to Hong Kong Dollar Exchange Rates
- usd.hkd
- Daily US Dollar to Hong Kong Dollar Exchange Rates
- veilleux
- An experimental prey-predator time series
- veilleux
- An experimental prey-predator time series
- wages
- Average hourly wages in the apparel industry / time series
- wages
- Average hourly wages in the apparel industry / time series
- winnebago
- Monthly unit sales of recreational vehicles / time series
- winnebago
- Monthly unit sales of recreational vehicles / time series
- zlag
- Compute the lag of a vector.
- zlag
- Compute the lag of a vector.

## Files in this package

TSA |

TSA/MD5 |

TSA/R |

TSA/R/zlag.R |

TSA/R/tsdiag.TAR.R |

TSA/R/tsdiag.Arima.R |

TSA/R/Tsay.test.R |

TSA/R/tlrt.R |

TSA/R/tar.skeleton.R |

TSA/R/tar.sim.R |

TSA/R/tar.R |

TSA/R/summary.armasubsets.R |

TSA/R/spec.R |

TSA/R/skewness.R |

TSA/R/season.R |

TSA/R/runs.R |

TSA/R/rstandard.Arima.R |

TSA/R/qar.sim.R |

TSA/R/prewhiten.R |

TSA/R/predict.TAR.R |

TSA/R/plot1.acf.R |

TSA/R/plot.armasubsets.R |

TSA/R/plot.Arima.R |

TSA/R/periodogram.R |

TSA/R/McLeod.Li.test.R |

TSA/R/LB.test.R |

TSA/R/lagplot.R |

TSA/R/kurtosis.R |

TSA/R/Keenan.test.R |

TSA/R/harmonic.R |

TSA/R/gBox.R |

TSA/R/garch.sim.R |

TSA/R/fitted.Arimax.R |

TSA/R/eacf.R |

TSA/R/detectIO.R |

TSA/R/detectAO.R |

TSA/R/BoxCox.ar.R |

TSA/R/armasubsets.R |

TSA/R/ARMAspec.R |

TSA/R/arimax.R |

TSA/R/arima.R |

TSA/R/arima.boot.R |

TSA/R/acf.R |

TSA/NAMESPACE |

TSA/man |

TSA/man/zlag.Rd |

TSA/man/winnebago.Rd |

TSA/man/wages.Rd |

TSA/man/veilleux.Rd |

TSA/man/usd.hkd.Rd |

TSA/man/units.Rd |

TSA/man/tuba.Rd |

TSA/man/tsdiag.TAR.Rd |

TSA/man/tsdiag.Arima.Rd |

TSA/man/Tsay.test.Rd |

TSA/man/TSA-package.Rd |

TSA/man/tlrt.Rd |

TSA/man/tempdub.Rd |

TSA/man/tbone.Rd |

TSA/man/tar.skeleton.Rd |

TSA/man/tar.sim.Rd |

TSA/man/tar.Rd |

TSA/man/summary.armasubsets.Rd |

TSA/man/star.Rd |

TSA/man/spots1.Rd |

TSA/man/spots.Rd |

TSA/man/spec.Rd |

TSA/man/SP.Rd |

TSA/man/skewness.Rd |

TSA/man/season.Rd |

TSA/man/rwalk.Rd |

TSA/man/runs.Rd |

TSA/man/rstandard.Arima.Rd |

TSA/man/robot.Rd |

TSA/man/retail.Rd |

TSA/man/qar.sim.Rd |

TSA/man/prey.eq.Rd |

TSA/man/prewhiten.Rd |

TSA/man/prescrip.Rd |

TSA/man/predict.TAR.Rd |

TSA/man/plot1.acf.Rd |

TSA/man/plot.armasubsets.Rd |

TSA/man/plot.Arima.Rd |

TSA/man/periodogram.Rd |

TSA/man/oilfilters.Rd |

TSA/man/oil.price.Rd |

TSA/man/milk.Rd |

TSA/man/McLeod.Li.test.Rd |

TSA/man/ma2.s.Rd |

TSA/man/ma1.2.s.Rd |

TSA/man/ma1.1.s.Rd |

TSA/man/LB.test.Rd |

TSA/man/larain.Rd |

TSA/man/lagplot.Rd |

TSA/man/kurtosis.Rd |

TSA/man/Keenan.test.Rd |

TSA/man/JJ.Rd |

TSA/man/ima22.s.Rd |

TSA/man/hours.Rd |

TSA/man/harmonic.Rd |

TSA/man/hare.Rd |

TSA/man/google.Rd |

TSA/man/gold.Rd |

TSA/man/gBox.Rd |

TSA/man/garch.sim.Rd |

TSA/man/flow.Rd |

TSA/man/fitted.Arima.Rd |

TSA/man/explode.s.Rd |

TSA/man/euph.Rd |

TSA/man/electricity.Rd |

TSA/man/eeg.Rd |

TSA/man/eacf.Rd |

TSA/man/detectIO.Rd |

TSA/man/detectAO.Rd |

TSA/man/deere3.Rd |

TSA/man/deere2.Rd |

TSA/man/deere1.Rd |

TSA/man/days.Rd |

TSA/man/CREF.Rd |

TSA/man/cref.bond.Rd |

TSA/man/color.Rd |

TSA/man/co2.Rd |

TSA/man/BoxCox.ar.Rd |

TSA/man/boardings.Rd |

TSA/man/bluebirdlite.Rd |

TSA/man/bluebird.Rd |

TSA/man/beersales.Rd |

TSA/man/armasubsets.Rd |

TSA/man/ARMAspec.Rd |

TSA/man/arma11.s.Rd |

TSA/man/arimax.Rd |

TSA/man/arima.Rd |

TSA/man/arima.boot.Rd |

TSA/man/ar2.s.Rd |

TSA/man/ar1.s.Rd |

TSA/man/ar1.2.s.Rd |

TSA/man/airpass.Rd |

TSA/man/airmiles.Rd |

TSA/man/acf.Rd |

TSA/DESCRIPTION |

TSA/data |

TSA/data/winnebago.rda |

TSA/data/wages.rda |

TSA/data/veilleux.rda |

TSA/data/usd.hkd.rda |

TSA/data/units.rda |

TSA/data/tuba.rda |

TSA/data/tempdub.rda |

TSA/data/tbone.rda |

TSA/data/star.rda |

TSA/data/spots1.rda |

TSA/data/spots.rda |

TSA/data/SP.rda |

TSA/data/rwalk.rda |

TSA/data/robot.rda |

TSA/data/retail.rda |

TSA/data/prey.eq.rda |

TSA/data/prescrip.rda |

TSA/data/oilfilters.rda |

TSA/data/oil.price.rda |

TSA/data/milk.rda |

TSA/data/ma2.s.rda |

TSA/data/ma1.2.s.rda |

TSA/data/ma1.1.s.rda |

TSA/data/larain.rda |

TSA/data/JJ.rda |

TSA/data/ima22.s.rda |

TSA/data/hours.rda |

TSA/data/hare.rda |

TSA/data/google.rda |

TSA/data/gold.rda |

TSA/data/flow.rda |

TSA/data/explode.s.rda |

TSA/data/euph.rda |

TSA/data/electricity.rda |

TSA/data/eeg.rda |

TSA/data/deere3.rda |

TSA/data/deere2.rda |

TSA/data/deere1.rda |

TSA/data/days.rda |

TSA/data/CREF.rda |

TSA/data/cref.bond.rda |

TSA/data/color.rda |

TSA/data/co2.rda |

TSA/data/boardings.rda |

TSA/data/bluebirdlite.rda |

TSA/data/bluebird.rda |

TSA/data/beersales.rda |

TSA/data/arma11.s.rda |

TSA/data/ar2.s.rda |

TSA/data/ar1.s.rda |

TSA/data/ar1.2.s.rda |

TSA/data/airpass.rda |

TSA/data/airmiles.rda |

TSA/changes |