Man pages for TSA
Time Series Analysis

acfAuto- and Cross- Covariance and -Correlation Function...
airmilesMonthly Airline Passenger-Miles in the US
airpassMonthly total international airline passengers
ar1.2.sA simulated AR(1) series
ar1.sA simulated AR(1) series
ar2.sAsimulated AR(2) series / time series
arimaFitting an ARIMA model with Exogeneous Variables
arima.bootCompute the Bootstrap Estimates of an ARIMA Model
arimaxFitting an ARIMA model with Exogeneous Variables
arma11.sA Simulated ARMA(1,1) Series/ time series
ARMAspecTheoretical spectral density function of a stationary ARMA...
armasubsetsSelection of Subset ARMA Models
beersalesMonthly beer sales / time series
bluebirdBlue Bird Potato Chip Data
bluebirdliteBluebird Lite potato chip data
boardingsMonthly public transit boardings and gasoline price in Denver
BoxCox.arDetermine the power transformation for serially correlated...
co2Levels of Carbon Dioxide at Alert, Canada / Time series
colorColor property/time series
CREFDaily CREF Values
cref.bondDaily CREF Bond Values
daysNumber of days between payment to Winegard Corp. / time...
deere1Deviations of an industrial process at Deere & Co. - Series 1
deere2Deviations of an industrial process at Deere & Co. - Series 2
deere3Deviations of an industrial process at Deere & Co. - Series 3
detectAOAdditive Outlier Detection
detectIOInnovative Outlier Detection
eacfCompute the sample extended acf (ESACF)
eegEEG Data
electricityMonthly US electricity production / time series
euphA digitized sound file of a B flat played on a euphonium
explode.sA simulated explosive AR(1) series
fitted.ArimaFitted values of an arima model.
flowMonthly River Flow for the Iowa River
garch.simSimulate a GARCH process
gBoxGeneralized Portmanteau Tests for GARCH Models
goldGold Price / time series
googleDaily returns of the google stock
hareCanadian hare data/ time series
harmonicConstruct harmonic functions for fitting harmonic trend model
hoursAverage hours worked in US manufacturing sector / time series
ima22.sSimulated IMA(2,2) series / time series
JJQuarterly earnings per share for the Johnson & Johnson...
Keenan.testKeenan's one-degree test for nonlinearity
kurtosisKurtosis
lagplotLagged Regression Plot
larainAnnual rainfall in Los Angeles / time series
LB.testPortmanteau Tests for Fitted ARIMA models
ma1.1.sA simulated MA(1) series / time series
ma1.2.sA simulated MA(1) series / time series
ma2.sA simulated MA(2) series
McLeod.Li.testMcLeod-Li test
milkMonthly Milk Production
oilfiltersMonthly sales to dealers of a specialty oil filter/time...
oil.priceMonthly Oil Price / time series
periodogramComputing the periodogram
plot1.acfPlot1
plot.ArimaCompute and Plot the Forecasts Based on a Fitted Time Series...
plot.armasubsetsPlot the Best Subset ARMA models
predict.TARPrediction based on a fitted TAR model
prescripCost per prescription / time series
prewhitenPrewhiten a Bivariate Time Series, and Compute and Plot Their...
prey.eqPrey series / time series
qar.simSimulate a first-order quadratic AR model
retailU.K. retail sales / time series
robotThe distance of a robot from a desired position / time series
rstandard.ArimaCompute the Standardized Residuals from a Fitted ARIMA Model
runsRuns test
rwalkA simulated random walk / Time series
seasonExtract the season info from a time series
skewnessSkewness
SPQuarterly Standard & Poor's Composite Index of stock price...
specComputing the spectrum
spotsRelative annual sunspot number / time series
spots1Annual international sunspot numbers
starStar Brightness
summary.armasubsetsSummary of output from the armasubsets function
tarEstimation of a TAR model
tar.simSimulate a two-regime TAR model
tar.skeletonFind the asympotitc behavior of the skeleton of a TAR model
tboneA digitized sound file of a B flat played on a tenor trombone
tempdubMonthly average temperature in Dubuque/time series
tlrtLikelihood ratio test for threshold nonlinearity
TSA-packageTime Series Analysis
Tsay.testTsay's Test for nonlinearity
tsdiag.ArimaModel Diagnostics for a Fitted ARIMAX Model
tsdiag.TARModel diagnostics for a fitted TAR model
tubaA digitized sound file of a B flat played on a BB flat tuba
unitsAnnual sales of certain large equipment
usd.hkdDaily US Dollar to Hong Kong Dollar Exchange Rates
veilleuxAn experimental prey-predator time series
wagesAverage hourly wages in the apparel industry / time series
winnebagoMonthly unit sales of recreational vehicles / time series
zlagCompute the lag of a vector.
TSA documentation built on May 2, 2019, 9:31 a.m.