aTSA: Alternative Time Series Analysis
Version 3.1.2

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.

Browse man pages Browse package API and functions Browse package files

AuthorDebin Qiu
Date of publication2015-07-08 22:37:24
MaintainerDebin Qiu <debinqiu@uga.edu>
LicenseGPL-2 | GPL-3
Version3.1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("aTSA")

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

Functions

Holt Man page Source code
MA Man page Source code
Winters Man page Source code
aTSA Man page Man page
accurate Man page Source code
adf.test Man page Source code
arch.test Man page Source code
coint.test Man page Source code
ecm Man page Source code
estimate Man page Source code
expsmooth Man page Source code
forecast Man page Source code
identify Man page Source code
kpss.test Man page Source code
pp.test Man page Source code
stationary.test Man page Source code
stepar Man page Source code
trend.test Man page Source code
ts.diag Man page Source code

Files

NAMESPACE
R
R/tsdiag.R
R/aTSA.R
R/Winters.R
R/ecm.R
R/stationarytest.R
R/MA.R
R/stepar.R
R/accurate.R
R/forecast.R
R/estimate.R
R/archtest.R
R/kpsstest.R
R/identify.R
R/adftest.R
R/cointtest.R
R/exposmooth.R
R/trendtest.R
R/pptest.R
R/Holt.R
MD5
DESCRIPTION
man
man/Holt.Rd
man/ts.diag.Rd
man/stationary.test.Rd
man/aTSA-package.Rd
man/identify.Rd
man/expsmooth.Rd
man/coint.test.Rd
man/stepar.Rd
man/Winters.Rd
man/pp.test.Rd
man/arch.test.Rd
man/accurate.Rd
man/trend.test.Rd
man/MA.Rd
man/estimate.Rd
man/forecast.Rd
man/adf.test.Rd
man/kpss.test.Rd
man/ecm.Rd
aTSA documentation built on May 19, 2017, 8:51 a.m.