| TSA-package |
Time Series Analysis |
| acf |
Auto- and Cross- Covariance and -Correlation Function Estimation |
| airmiles |
Monthly Airline Passenger-Miles in the US |
| airpass |
Monthly total international airline passengers |
| ar1.2.s |
A simulated AR(1) series |
| ar1.s |
A simulated AR(1) series |
| ar2.s |
Asimulated AR(2) series / time series |
| arima |
Fitting an ARIMA model with Exogeneous Variables |
| arima.boot |
Compute the Bootstrap Estimates of an ARIMA Model |
| arimax |
Fitting an ARIMA model with Exogeneous Variables |
| arma11.s |
A Simulated ARMA(1,1) Series/ time series |
| ARMAspec |
Theoretical spectral density function of a stationary ARMA model |
| armasubsets |
Selection of Subset ARMA Models |
| beersales |
Monthly beer sales / time series |
| bluebird |
Blue Bird Potato Chip Data |
| bluebirdlite |
Bluebird Lite potato chip data |
| boardings |
Monthly public transit boardings and gasoline price in Denver |
| BoxCox.ar |
Determine the power transformation for serially correlated data |
| co2 |
Levels of Carbon Dioxide at Alert, Canada / Time series |
| color |
Color property/time series |
| CREF |
Daily CREF Values |
| cref.bond |
Daily CREF Bond Values |
| days |
Number of days between payment to Winegard Corp. / time series |
| deere1 |
Deviations of an industrial process at Deere & Co. - Series 1 |
| deere2 |
Deviations of an industrial process at Deere & Co. - Series 2 |
| deere3 |
Deviations of an industrial process at Deere & Co. - Series 3 |
| detectAO |
Additive Outlier Detection |
| detectIO |
Innovative Outlier Detection |
| eacf |
Compute the sample extended acf (ESACF) |
| eeg |
EEG Data |
| electricity |
Monthly US electricity production / time series |
| euph |
A digitized sound file of a B flat played on a euphonium |
| explode.s |
A simulated explosive AR(1) series |
| fitted.Arimax |
Fitted values of an arimax model. |
| flow |
Monthly River Flow for the Iowa River |
| garch.sim |
Simulate a GARCH process |
| gBox |
Generalized Portmanteau Tests for GARCH Models |
| gold |
Gold Price / time series |
| google |
Daily returns of the google stock |
| hare |
Canadian hare data/ time series |
| harmonic |
Construct harmonic functions for fitting harmonic trend model |
| hours |
Average hours worked in US manufacturing sector / time series |
| ima22.s |
Simulated IMA(2,2) series / time series |
| JJ |
Quarterly earnings per share for the Johnson & Johnson Company |
| Keenan.test |
Keenan's one-degree test for nonlinearity |
| kurtosis |
Kurtosis |
| lagplot |
Lagged Regression Plot |
| larain |
Annual rainfall in Los Angeles / time series |
| LB.test |
Portmanteau Tests for Fitted ARIMA models |
| ma1.1.s |
A simulated MA(1) series / time series |
| ma1.2.s |
A simulated MA(1) series / time series |
| ma2.s |
A simulated MA(2) series |
| McLeod.Li.test |
McLeod-Li test |
| milk |
Monthly Milk Production |
| oil.price |
Monthly Oil Price / time series |
| oilfilters |
Monthly sales to dealers of a specialty oil filter/time series |
| periodogram |
Computing the periodogram |
| plot.Arima |
Compute and Plot the Forecasts Based on a Fitted Time Series Model |
| plot.armasubsets |
Plot the Best Subset ARMA models |
| plot1.acf |
Plot1 |
| predict.TAR |
Prediction based on a fitted TAR model |
| prescrip |
Cost per prescription / time series |
| prewhiten |
Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Function |
| prey.eq |
Prey series / time series |
| qar.sim |
Simulate a first-order quadratic AR model |
| retail |
U.K. retail sales / time series |
| robot |
The distance of a robot from a desired position / time series |
| rstandard.Arima |
Compute the Standardized Residuals from a Fitted ARIMA Model |
| runs |
Runs test |
| rwalk |
A simulated random walk / Time series |
| season |
Extract the season info from a time series |
| skewness |
Skewness |
| SP |
Quarterly Standard & Poor's Composite Index of stock price values / time series |
| spec |
Computing the spectrum |
| spots |
Relative annual sunspot number / time series |
| spots1 |
Annual international sunspot numbers |
| star |
Star Brightness |
| summary.armasubsets |
Summary of output from the armasubsets function |
| tar |
Estimation of a TAR model |
| tar.sim |
Simulate a two-regime TAR model |
| tar.skeleton |
Find the asympotitc behavior of the skeleton of a TAR model |
| tbone |
A digitized sound file of a B flat played on a tenor trombone |
| tempdub |
Monthly average temperature in Dubuque/time series |
| tlrt |
Likelihood ratio test for threshold nonlinearity |
| TSA |
Time Series Analysis |
| Tsay.test |
Tsay's Test for nonlinearity |
| tsdiag.Arima |
Model Diagnostics for a Fitted ARIMA Model |
| tsdiag.TAR |
Model diagnostics for a fitted TAR model |
| tuba |
A digitized sound file of a B flat played on a BB flat tuba |
| units |
Annual sales of certain large equipment |
| usd.hkd |
Daily US Dollar to Hong Kong Dollar Exchange Rates |
| veilleux |
An experimental prey-predator time series |
| wages |
Average hourly wages in the apparel industry / time series |
| winnebago |
Monthly unit sales of recreational vehicles / time series |
| zlag |
Compute the lag of a vector. |
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