aTSA: Alternative Time Series Analysis

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Contains some tools for testing, analyzing time series data and fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also provide nice and clear outputs like SAS does, such as identify, estimate and forecast, which are the same statements in PROC ARIMA in SAS.

Author
Debin Qiu
Date of publication
2015-07-08 22:37:24
Maintainer
Debin Qiu <debinqiu@uga.edu>
License
GPL-2 | GPL-3
Version
3.1.2

View on CRAN

Man pages

accurate
Accurate Computation
adf.test
Augmented Dickey-Fuller Test
arch.test
ARCH Engle's Test for Residual Heteroscedasticity
aTSA-package
Alternative Time Series Analysis
coint.test
Cointegration Test
ecm
Error Correction Model
estimate
Estimate an ARIMA Model
expsmooth
Simple Exponential Smoothing
forecast
Forecast From ARIMA Fits
Holt
Holt's Two-parameter Exponential Smoothing
identify
Identify a Time Series Model
kpss.test
Kwiatkowski-Phillips-Schmidt-Shin Test
MA
Moving Average Filter
pp.test
Phillips-Perron Test
stationary.test
Stationary Test for Univariate Time Series
stepar
Stepwise Autoregressive Model
trend.test
Trend Test
ts.diag
Diagnostics for ARIMA fits
Winters
Winters Three-parameter Smoothing

Files in this package

aTSA
aTSA/NAMESPACE
aTSA/R
aTSA/R/tsdiag.R
aTSA/R/aTSA.R
aTSA/R/Winters.R
aTSA/R/ecm.R
aTSA/R/stationarytest.R
aTSA/R/MA.R
aTSA/R/stepar.R
aTSA/R/accurate.R
aTSA/R/forecast.R
aTSA/R/estimate.R
aTSA/R/archtest.R
aTSA/R/kpsstest.R
aTSA/R/identify.R
aTSA/R/adftest.R
aTSA/R/cointtest.R
aTSA/R/exposmooth.R
aTSA/R/trendtest.R
aTSA/R/pptest.R
aTSA/R/Holt.R
aTSA/MD5
aTSA/DESCRIPTION
aTSA/man
aTSA/man/Holt.Rd
aTSA/man/ts.diag.Rd
aTSA/man/stationary.test.Rd
aTSA/man/aTSA-package.Rd
aTSA/man/identify.Rd
aTSA/man/expsmooth.Rd
aTSA/man/coint.test.Rd
aTSA/man/stepar.Rd
aTSA/man/Winters.Rd
aTSA/man/pp.test.Rd
aTSA/man/arch.test.Rd
aTSA/man/accurate.Rd
aTSA/man/trend.test.Rd
aTSA/man/MA.Rd
aTSA/man/estimate.Rd
aTSA/man/forecast.Rd
aTSA/man/adf.test.Rd
aTSA/man/kpss.test.Rd
aTSA/man/ecm.Rd