This is an alternative package to analyze the time series data, especially the univariate time series. Compared with other existing functions for time series analysis, most functions in this package provide nice outputs like SAS does for time series. Several functions are exactly the same names as 'arima' procedure in SAS, such as
forecast, etc. They also have the similar outputs.
|License:||GPL-2 | GPL-3|
For a complete list of functions and dataset, use
library(help = aTSA).
Maintainer: Debin Qiu <[email protected]>
Engle, Robert F.; Granger, Clive W. J. (1987). Co-integration and error correction: Representation, estimation and testing. Econometrica, 55 (2): 251-276.
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Fuller, W. A. (1976). Introduction to Statistical Time Series. New York: John Wiley and Sons.
Hobijn B, Franses PH and Ooms M (2004). Generalization of the KPSS-test for stationarity. Statistica Neerlandica, vol. 58, p. 482-502.
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