itsmr: Time series analysis package for students

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This package provides a subset of the functionality found in the Windows-based program ITSM. The intended audience is students using the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis.

Author
George Weigt
Date of publication
2011-11-13 09:12:27
Maintainer
George Weigt <g808391@gmail.com>
License
Unlimited
Version
1.5

View on CRAN

Man pages

aacvf
Autocovariance of ARMA model
acvf
Autocovariance of data
airpass
Number of international airline passengers, 1949 to 1960
arar
Forecast using ARAR algorithm
ar.inf
Compute AR infinity coefficients
arma
Estimate ARMA model coefficients using maximum likelihood
autofit
Find the best model from a range of possible ARMA models
burg
Estimate AR coefficients using the Burg method
check
Check for causality and invertibility
deaths
USA accidental deaths, 1973 to 1978
dowj
Dow Jones utilities index, August 28 to December 18, 1972
forecast
Forecast future values
hannan
Estimate ARMA coefficients using the Hannan-Rissanen...
hr
Estimate harmonic components
ia
Estimate MA coefficients using the innovations algorithm
itsmr-package
Time series analysis package for students
lake
Level of Lake Huron, 1875 to 1972
ma.inf
Compute MA infinity coefficients
periodogram
Plot a periodogram
plota
Plot data and/or model ACF and PACF
plotc
Plot one or two time series
plots
Plot spectrum of data or ARMA model
Resid
Compute residuals
season
Estimate seasonal component
selftest
Run a self test
sim
Generate synthetic observations
smooth.exp
Apply an exponential filter
smooth.fft
Apply a low pass filter
smooth.ma
Apply a moving average filter
smooth.rank
Apply a spectral filter
specify
Specify an ARMA model
strikes
USA union strikes, 1951-1980
Sunspots
Number of sunspots, 1770 to 1869
test
Test residuals for stationarity and randomness
trend
Estimate trend component
wine
Australian red wine sales, January 1980 to October 1991
yw
Estimate AR coefficients using the Yule-Walker method

Files in this package

itsmr
itsmr/MD5
itsmr/R
itsmr/R/itsmr.R
itsmr/NAMESPACE
itsmr/man
itsmr/man/yw.Rd
itsmr/man/wine.Rd
itsmr/man/trend.Rd
itsmr/man/test.Rd
itsmr/man/Sunspots.Rd
itsmr/man/strikes.Rd
itsmr/man/specify.Rd
itsmr/man/smooth.rank.Rd
itsmr/man/smooth.ma.Rd
itsmr/man/smooth.fft.Rd
itsmr/man/smooth.exp.Rd
itsmr/man/sim.Rd
itsmr/man/selftest.Rd
itsmr/man/season.Rd
itsmr/man/Resid.Rd
itsmr/man/plots.Rd
itsmr/man/plotc.Rd
itsmr/man/plota.Rd
itsmr/man/periodogram.Rd
itsmr/man/ma.inf.Rd
itsmr/man/lake.Rd
itsmr/man/itsmr-package.Rd
itsmr/man/ia.Rd
itsmr/man/hr.Rd
itsmr/man/hannan.Rd
itsmr/man/forecast.Rd
itsmr/man/dowj.Rd
itsmr/man/deaths.Rd
itsmr/man/check.Rd
itsmr/man/burg.Rd
itsmr/man/autofit.Rd
itsmr/man/arma.Rd
itsmr/man/arar.Rd
itsmr/man/ar.inf.Rd
itsmr/man/airpass.Rd
itsmr/man/acvf.Rd
itsmr/man/aacvf.Rd
itsmr/DESCRIPTION