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

Install the latest version of this package by entering the following in R:
install.packages("TSA")
AuthorKung-Sik Chan, Brian Ripley
Date of publication2012-11-13 06:55:49
MaintainerKung-Sik Chan <kungsik.chan@gmail.com>
LicenseGPL (>= 2)
Version1.01
http://www.stat.uiowa.edu/~kchan/TSA.htm

View on CRAN

Man pages

acf: Auto- and Cross- Covariance and -Correlation Function...

airmiles: Monthly Airline Passenger-Miles in the US

airpass: Monthly total international airline passengers

ar1.2.s: A simulated AR(1) series

ar1.s: A simulated AR(1) series

ar2.s: Asimulated AR(2) series / time series

arima: Fitting an ARIMA model with Exogeneous Variables

arima.boot: Compute the Bootstrap Estimates of an ARIMA Model

arimax: Fitting an ARIMA model with Exogeneous Variables

arma11.s: A Simulated ARMA(1,1) Series/ time series

ARMAspec: Theoretical spectral density function of a stationary ARMA...

armasubsets: Selection of Subset ARMA Models

beersales: Monthly beer sales / time series

bluebird: Blue Bird Potato Chip Data

bluebirdlite: Bluebird Lite potato chip data

boardings: Monthly public transit boardings and gasoline price in Denver

BoxCox.ar: Determine the power transformation for serially correlated...

co2: Levels of Carbon Dioxide at Alert, Canada / Time series

color: Color property/time series

CREF: Daily CREF 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

deere2: Deviations of an industrial process at Deere & Co. - Series 2

deere3: Deviations of an industrial process at Deere & Co. - Series 3

detectAO: Additive Outlier Detection

detectIO: Innovative Outlier Detection

eacf: Compute the sample extended acf (ESACF)

eeg: EEG Data

electricity: Monthly US electricity production / time series

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

explode.s: A simulated explosive AR(1) series

fitted.Arima: Fitted values of an arima model.

flow: Monthly River Flow for the Iowa River

garch.sim: Simulate a GARCH process

gBox: Generalized Portmanteau Tests for GARCH Models

gold: Gold Price / time series

google: Daily returns of the google stock

hare: Canadian hare data/ time series

harmonic: Construct harmonic functions for fitting harmonic trend model

hours: Average hours worked in US manufacturing sector / time series

ima22.s: Simulated IMA(2,2) series / time series

JJ: Quarterly earnings per share for the Johnson & Johnson...

Keenan.test: Keenan's one-degree test for nonlinearity

kurtosis: Kurtosis

lagplot: Lagged Regression Plot

larain: Annual rainfall in Los Angeles / time series

LB.test: Portmanteau Tests for Fitted ARIMA models

ma1.1.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

McLeod.Li.test: McLeod-Li test

milk: Monthly Milk Production

oilfilters: Monthly sales to dealers of a specialty oil filter/time...

oil.price: Monthly Oil Price / time series

periodogram: Computing the periodogram

plot1.acf: Plot1

plot.Arima: Compute and Plot the Forecasts Based on a Fitted Time Series...

plot.armasubsets: Plot the Best Subset ARMA models

predict.TAR: Prediction based on a fitted TAR model

prescrip: Cost per prescription / time series

prewhiten: Prewhiten a Bivariate Time Series, and Compute and Plot Their...

prey.eq: Prey series / time series

qar.sim: Simulate a first-order quadratic AR model

retail: U.K. retail sales / 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

runs: Runs test

rwalk: A simulated random walk / Time series

season: Extract the season info from a time series

skewness: Skewness

SP: Quarterly Standard & Poor's Composite Index of stock price...

spec: Computing the spectrum

spots: Relative annual sunspot number / time series

spots1: Annual international sunspot numbers

star: Star Brightness

summary.armasubsets: Summary of output from the armasubsets function

tar: Estimation of a TAR model

tar.sim: Simulate a two-regime 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

tempdub: Monthly average temperature in Dubuque/time series

tlrt: Likelihood ratio test for threshold nonlinearity

TSA-package: Time Series Analysis

Tsay.test: Tsay's Test for nonlinearity

tsdiag.Arima: Model Diagnostics for a Fitted ARIMA 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

units: Annual sales of certain large equipment

usd.hkd: Daily US Dollar to Hong Kong Dollar Exchange Rates

veilleux: An experimental prey-predator time series

wages: Average hourly wages in the apparel industry / time series

winnebago: Monthly unit sales of recreational vehicles / time series

zlag: Compute the lag of a vector.

Functions

acf Man page
airmiles Man page
airpass Man page
ar1.2.s Man page
ar1.s Man page
ar2.s Man page
arima Man page
arima.boot Man page
arimax Man page
arma11.s Man page
ARMAspec Man page
armasubsets Man page
beersales Man page
bluebird Man page
bluebirdlite Man page
boardings Man page
BoxCox.ar Man page
co2 Man page
color Man page
CREF Man page
cref.bond Man page
days Man page
deere1 Man page
deere2 Man page
deere3 Man page
detectAO Man page
detectIO Man page
eacf Man page
eeg Man page
electricity Man page
euph Man page
explode.s Man page
fitted.Arima Man page
flow Man page
garch.sim Man page
gBox Man page
gold Man page
google Man page
hare Man page
harmonic Man page
hours Man page
ima22.s Man page
JJ Man page
Keenan.test Man page
kurtosis Man page
lagplot Man page
larain Man page
LB.test Man page
ma1.1.s Man page
ma1.2.s Man page
ma2.s Man page
McLeod.Li.test Man page
milk Man page
oilfilters Man page
oil.price Man page
periodogram Man page
plot1.acf Man page
plot.Arima Man page
plot.armasubsets Man page
predict.TAR Man page
prescrip Man page
prewhiten Man page
prey.eq Man page
qar.sim Man page
retail Man page
robot Man page
rstandard.Arima Man page
runs Man page
rwalk Man page
season Man page
skewness Man page
SP Man page
spec Man page
spots Man page
spots1 Man page
star Man page
summary.armasubsets Man page
tar Man page
tar.sim Man page
tar.skeleton Man page
tbone Man page
tempdub Man page
tlrt Man page
TSA Man page
TSA-package Man page
Tsay.test Man page
tsdiag.Arima Man page
tsdiag.TAR Man page
tuba Man page
units Man page
usd.hkd Man page
veilleux Man page
wages Man page
winnebago Man page
zlag Man page

Files

MD5
R
R/zlag.R R/tsdiag.TAR.R R/tsdiag.Arima.R R/Tsay.test.R R/tlrt.R R/tar.skeleton.R R/tar.sim.R R/tar.R R/summary.armasubsets.R R/spec.R R/skewness.R R/season.R R/runs.R R/rstandard.Arima.R R/qar.sim.R R/prewhiten.R R/predict.TAR.R R/plot1.acf.R R/plot.armasubsets.R R/plot.Arima.R R/periodogram.R R/McLeod.Li.test.R R/LB.test.R R/lagplot.R R/kurtosis.R R/Keenan.test.R R/harmonic.R R/gBox.R R/garch.sim.R R/fitted.Arimax.R R/eacf.R R/detectIO.R R/detectAO.R R/BoxCox.ar.R R/armasubsets.R R/ARMAspec.R R/arimax.R R/arima.R R/arima.boot.R R/acf.R
NAMESPACE
man
man/zlag.Rd man/winnebago.Rd man/wages.Rd man/veilleux.Rd man/usd.hkd.Rd man/units.Rd man/tuba.Rd man/tsdiag.TAR.Rd man/tsdiag.Arima.Rd man/Tsay.test.Rd man/TSA-package.Rd man/tlrt.Rd man/tempdub.Rd man/tbone.Rd man/tar.skeleton.Rd man/tar.sim.Rd man/tar.Rd man/summary.armasubsets.Rd man/star.Rd man/spots1.Rd man/spots.Rd man/spec.Rd man/SP.Rd man/skewness.Rd man/season.Rd man/rwalk.Rd man/runs.Rd man/rstandard.Arima.Rd man/robot.Rd man/retail.Rd man/qar.sim.Rd man/prey.eq.Rd man/prewhiten.Rd man/prescrip.Rd man/predict.TAR.Rd man/plot1.acf.Rd man/plot.armasubsets.Rd man/plot.Arima.Rd man/periodogram.Rd man/oilfilters.Rd man/oil.price.Rd man/milk.Rd man/McLeod.Li.test.Rd man/ma2.s.Rd man/ma1.2.s.Rd man/ma1.1.s.Rd man/LB.test.Rd man/larain.Rd man/lagplot.Rd man/kurtosis.Rd man/Keenan.test.Rd man/JJ.Rd man/ima22.s.Rd man/hours.Rd man/harmonic.Rd man/hare.Rd man/google.Rd man/gold.Rd man/gBox.Rd man/garch.sim.Rd man/flow.Rd man/fitted.Arima.Rd man/explode.s.Rd man/euph.Rd man/electricity.Rd man/eeg.Rd man/eacf.Rd man/detectIO.Rd man/detectAO.Rd man/deere3.Rd man/deere2.Rd man/deere1.Rd man/days.Rd man/CREF.Rd man/cref.bond.Rd man/color.Rd man/co2.Rd man/BoxCox.ar.Rd man/boardings.Rd man/bluebirdlite.Rd man/bluebird.Rd man/beersales.Rd man/armasubsets.Rd man/ARMAspec.Rd man/arma11.s.Rd man/arimax.Rd man/arima.Rd man/arima.boot.Rd man/ar2.s.Rd man/ar1.s.Rd man/ar1.2.s.Rd man/airpass.Rd man/airmiles.Rd man/acf.Rd
DESCRIPTION
data
data/winnebago.rda
data/wages.rda
data/veilleux.rda
data/usd.hkd.rda
data/units.rda
data/tuba.rda
data/tempdub.rda
data/tbone.rda
data/star.rda
data/spots1.rda
data/spots.rda
data/SP.rda
data/rwalk.rda
data/robot.rda
data/retail.rda
data/prey.eq.rda
data/prescrip.rda
data/oilfilters.rda
data/oil.price.rda
data/milk.rda
data/ma2.s.rda
data/ma1.2.s.rda
data/ma1.1.s.rda
data/larain.rda
data/JJ.rda
data/ima22.s.rda
data/hours.rda
data/hare.rda
data/google.rda
data/gold.rda
data/flow.rda
data/explode.s.rda
data/euph.rda
data/electricity.rda
data/eeg.rda
data/deere3.rda
data/deere2.rda
data/deere1.rda
data/days.rda
data/CREF.rda
data/cref.bond.rda
data/color.rda
data/co2.rda
data/boardings.rda
data/bluebirdlite.rda
data/bluebird.rda
data/beersales.rda
data/arma11.s.rda
data/ar2.s.rda
data/ar1.s.rda
data/ar1.2.s.rda
data/airpass.rda
data/airmiles.rda
changes

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All documentation is copyright its authors; we didn't write any of that.