TSA: Time Series Analysis
Version 1.01

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

Browse man pages Browse package API and functions Browse package files

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

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

ARMAspec Man page
BoxCox.ar Man page
CREF Man page
JJ Man page
Keenan.test Man page
LB.test Man page
McLeod.Li.test Man page
SP Man page
TSA Man page
TSA-package Man page
Tsay.test Man page
acf Man page Source code
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 Source code
arimax Man page
arma11.s Man page
armasubsets Man page
beersales Man page
bluebird Man page
bluebirdlite Man page
boardings Man page
co2 Man page
color 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
gBox Man page
garch.sim Man page
gold Man page
google Man page
hare Man page
harmonic Man page
hours Man page
ima22.s Man page
kurtosis Man page
lagplot Man page
larain Man page
ma1.1.s Man page
ma1.2.s Man page
ma2.s Man page
milk Man page
oil.price Man page
oilfilters Man page
periodogram Man page
plot.Arima Man page
plot.armasubsets Man page
plot1.acf Man page Source code
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
spec Man page
spots Man page
spots1 Man page
star Man page
summary.armasubsets Man page
tar Man page Source code
tar.sim Man page
tar.skeleton Man page
tbone Man page
tempdub Man page
tlrt Man page
tsdiag.Arima Man page Source code
tsdiag.TAR Man page Source code
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
TSA documentation built on May 30, 2017, 12:11 a.m.