| accurate | Accurate Computation | 
| adf.test | Augmented Dickey-Fuller Test | 
| arch.test | ARCH Engle's Test for Residual Heteroscedasticity | 
| aTSA-package | Alternative Time Series Analysis | 
| coint.test | Cointegration Test | 
| ecm | Error Correction Model | 
| estimate | Estimate an ARIMA Model | 
| expsmooth | Simple Exponential Smoothing | 
| forecast | Forecast From ARIMA Fits | 
| Holt | Holt's Two-parameter Exponential Smoothing | 
| identify | Identify a Time Series Model | 
| kpss.test | Kwiatkowski-Phillips-Schmidt-Shin Test | 
| MA | Moving Average Filter | 
| pp.test | Phillips-Perron Test | 
| stationary.test | Stationary Test for Univariate Time Series | 
| stepar | Stepwise Autoregressive Model | 
| trend.test | Trend Test | 
| ts.diag | Diagnostics for ARIMA fits | 
| Winters | Winters Three-parameter Smoothing | 
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