itsmr: Time series analysis package for students

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.

Install the latest version of this package by entering the following in R:
AuthorGeorge Weigt
Date of publication2011-11-13 09:12:27
MaintainerGeorge Weigt <>

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 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


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

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