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 |

**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

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

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