Man pages for tswge
Applied Time Series Analysis

aic5.wgeReturn top 5 AIC, AICC, or BIC picks
aic.wgeARMA Model Identification
airlineClassical Airline Passenger Data
airlogNatural log of airline data
appyNon-perforated appendicitis data shown in Figure 10.8 (solid...
artrans.wgePerform Ar transformations
backcast.wgeCalculate backcast residuals
batBat echolocation signal shown in Figure 13.11a in Applied...
bumps1616 point bumps signal
bumps256256 point bumps signal
butterworth.wgePerform Butterworth Filter
cementCement data shown in Figure 3.30a in Applied Time Series...
chirpChirp data shown in Figure 12.2a in Applied Time Series...
dopplerDoppler Data
doppler2Doppler signal in Figure 13.10 in Applied Time Series...
dow1000Dow Jones daily rate of return data for 1000 days
dowjones2014Dow Jones daily averages for 2014
dow.rateDOW Daily Rate of Return Data
eco.cd66-month rates
eco.corp.bondCorporate bond rates
eco.mort3030 year mortgage rates
est.arma.wgeFunction to calculate ML estimates of parameters of...
est.ar.wgeEstimate parameters of an AR(p) model
est.farma.wgeEstimate the parameters of a FARMA model.
est.garma.wgeEstimate the parameters of a GARMA model.
est.glambda.wgeEstimate the value of lambda and offset to produce a...
factor.comp.wgeCreate a factor table and AR components for an AR realization
factor.wgeProduce factor table for a kth order AR or MA model
fig10.11xSimulated data shown in Figure 10.11 (solid line) in Applied...
fig10.11ySimulated data shown in Figure 10.11 (dashed line) in Applied...
fig10.1bondData for Figure 10.1b in Applied Time Series Analysis with R,...
fig10.1cdData shown in Figure 10.1a in Applied Time Series Analysis...
fig10.1mortData shown in Figure 10.1c in Applied Time Series Analysis...
fig10.3x1Variable X1 for the bivariate realization shown in Figure...
fig10.3x2Variable X2 for the bivariate realization shown in Figure...
fig1.10aSimulated data shown in Figure 1.10a in Applied Time Series...
fig1.10bSimulated data shown in Figure 1.10b in Applied Time Series...
fig1.10cSimulated data in Figure 1.10c in Applied Time Series...
fig1.10dSimulated data in Figure 1.10d in Applied Time Series...
fig11.12Data shown in Figure 11.12a in Applied Time Series Analysis...
fig11.4aData shown in Figure 11.4a in Applied Time Series Analysis...
fig1.16aSimulated data for Figure 1.16a in Applied Time Series...
fig1.21aSimulated shown in Figure 1.21a of Woodward, Gray, and...
fig12.1aSimulated data with two frequencies shown in Figure 12.1a in...
fig12.1bSimulated data with two frequencies shown in Figure 12.1b in...
fig1.22aWhite noise data
fig13.18aSimulated data shown in Figure 3.18a in Applied Time Series...
fig13.2cTVF data shown in Figure 13.2c in Applied Time Series...
fig1.5Simulated data shown in Figure 1.5 in Applied Time Series...
fig3.10dAR(2) Realization (1-.95)^2X(t)=a(t)
fig3.16aFigure 3.16a in "Applied Time Series Analysis with R, 2nd...
fig3.18aFigure 3.18a in "Applied Time Series Analysis with R, 2nd...
fig3.24aARMA(2,1) realization
fig3.29aSimulated data shown in Figure 3.29a in Applied Time Series...
fig4.8aGaussian White Noise
fig5.3cData from Figure 5.3c in "Applied Time Series Analysis with...
fig6.11aCyclical Data
fig6.1nfData in Figure 6.1 without the forecasts
fig6.2nfData in Figure 6.2 without the forecasts
fig6.5nfData in Figure 6.5 without the forecasts
fig6.6nfData in Figure 6.6 without the forecasts
fig6.7nfData in Figure 6.2 without the forecasts
fig6.8nfSimulated seasonal data with s=12
fig8.11aData for Figure 8.11a in Applied Time Series Analysis with R,...
fig8.4aData for Figure 8.4a in Applied time series Analysis with R,...
fig8.6aData for Figure 8.6a in Applied time series Analysis with R,...
fig8.8aData for Figure 8.8a in Applied time series Analysis with R,...
fluInfluenza data shown in Figure 10.8 (dotted line)
fore.arma.wgeForecast from known model
fore.aruma.wgeFunction for forecasting from known model which may have...
fore.farma.wgeForecast using a FARMA model
fore.garma.wgeForecast using a GARMA model
fore.glambda.wgeForecast using a G(lambda) model
fore.sigplusnoise.wgeForecasting signal plus noise models
freezeMinimum temperature data
freightFreight data
gegenb.wgeCalculates Gegenbauer polynomials
gen.arch.wgeGenerate a realization from an ARCH(q0) model
gen.arima.wgeFunction to generate an ARIMA (or ARMA) realization
gen.arma.wgeFunction to generate an ARMA realization
gen.aruma.wgeFunction to generate an ARUMA (or ARMA or ARIMA) realization
gen.garch.wgeGenerate a realization from a GARCH(p0,q0) model
gen.garma.wgeFunction to generate a GARMA realization
gen.geg.wgeFunction to generate a Gegenbauer realization
gen.glambda.wgeFunction to generate a g(lambda) realization
gen.sigplusnoise.wgeGenerate data from a signal-plus-noise model
global.tempGlobal Temperature Data: 1850-2009
hadleyGlobal temperature data
hilbert.wgeFunction to calculate the Hilbert transformation of a given...
is.glambda.wgeInstantaneous spectrum
is.sample.wgeSample instantaneous spectrum based on periodogram
kalman.miss.wgeKalman filter for simple signal plus noise model with missing...
kalman.wgeKalman filter for simple signal plus noise model
kingkongKing Kong Eats Grass
lavonLavon lake water levels
lavon15Lavon Lake Levels to September 30, 2015
ljung.wgeLjung-Box Test
llynxLog (base 10) of lynx data
lynxLynx data
ma2.table7.1Simulated MA(2) data
macoef.geg.wgeCalculate coefficients of the general linear process form of...
mass.mountainMassachusettts Mountain Earthquake Data
mm.eqMassachusetts Mountain Earthquake data shown in Figure 13.13a...
mult.wgeMultiply Factors
nbumps256256 noisy bumps signal
nile.minAnnual minimal water levels of Nile river
noctulaNyctalus noctula echolocation data
parzen.wgeSmoothed Periodogram using Parzen Window
patempPennsylvania average monthly temperatures
period.wgeCalculate the periodogram
plotts.dwt.wgePlots Discrete Wavelet Transform (DWT)
plotts.mra.wgePlots MRA plot)
plotts.parzen.wgeCalculate and plot the periodogram and Parzen window...
plotts.sample.wgePlot Data, Sample Autocorrelations, Periodogram, and Parzen...
plotts.true.wgePlot of generated data, true autocorrelations and true...
plotts.wgePlot a time series realization
prob10.4Data matrix for Problem 10.4 in "Applied Time Series Analysis...
prob10.6xData for Problem 10.6 in Applied Time Series Analysis with R,...
prob10.6ySimulated observed data for Problem 10.6 in Applied Time...
prob10.7xData for Problem 10.7 in Applied Time Series Analysis with R,...
prob10.7ySimulated observed data for Problem 10.6 in Applied Time...
prob11.5Data for Problem 11.5 in Applied Time Series Analysis with R,...
prob12.1cData for Problem 12.1c and 12.3c in Applied Time Series...
prob12.3aData for Problem 12.3a in Applied Time Series Analysis with...
prob12.3bData for Problem 12.3b in Applied Time Series Analysis with...
prob12.6cData set for Problem 12.6(C) in Applied Time Series Analysis...
prob13.2Data for Problem 13.2 in Applied Time Series Analysis with R,...
prob8.1aData for Problem 8.1 in "Applied Time Series Analysis with R,...
prob8.1bData for Problem 8.1 in "Applied Time Series Analysis with R,...
prob8.1cData for Problem 8.1 in "Applied Time Series Analysis with R,...
prob8.1dData for Problem 8.1 in "Applied Time Series Analysis with R,...
prob9.6c1Data set 1 for Problem 6.1c
prob9.6c2Data set 2 for Problem 6.1c
prob9.6c3Data set 3 for Problem 6.1c
prob9.6c4Data set 4 for Problem 6.1c
psi.weights.wgeCalculate psi weights for an ARMA model
ss08Sunspot Data
ss08.1850Sunspot data from 1850 through 2008 for matching with global...
starwort.exStarwort Explosion data shown in Figure 13.13a in Applied...
sunspot.classicClassic Sunspot Data: 1749-1924
table10.1.noiseNoise related to data set, the first 5 points of which are...
table10.1.signalUnderlying, unobservable signal (X(t), the first 5 points of...
table7.1MA(2) data for Table 7.1
trans.to.dual.wgeTransforms TVF data set to a dual data set
trans.to.original.wgeTransforms dual data set back to original time scale
true.arma.aut.wgeTrue ARMA autocorrelations
true.arma.spec.wgeTrue ARMA Spectral Density
true.farma.aut.wgeTrue FARMA autocorrelations
true.garma.aut.wgeTrue GARMA autocorrelations
tswge-packageTime Series package for Woodward, Gray, and Elliott text
wagesDaily wages in Pounds from 1260 to 1944 for England
whaleWhale click data
wtcrudeWest Texas Intermediate Crude Oil Prices
wv.wgeFunction to calculate Wigner Ville spectrum
tswge documentation built on May 2, 2019, 3:45 p.m.