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

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.

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