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

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.

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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