| 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 Using the Innovations Algorithm |
| 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 |
