Time series functions


[Package List] [Top]
acf Autocovariance and Autocorrelation Function Estimation
ar Fit Autoregressive Models to Time Series
ar.burg Fit Autoregressive Models to Time Series
ar.mle Fit Autoregressive Models to Time Series
ar.ols Fit Autoregressive Models to Time Series by OLS
ar.yw Fit Autoregressive Models to Time Series
arima0 ARIMA Modelling of Time Series - Preliminary Version
austres Quarterly Time Series of the Number of Australian Residents
bandwidth.kernel Smoothing Kernel Objects
beaver1 Body Temperature Series of Two Beavers
beaver2 Body Temperature Series of Two Beavers
beavers Body Temperature Series of Two Beavers
BJsales Sales Data with Leading Indicator.
Box.test Box-Pierce and Ljung-Box Tests
ccf Autocovariance and Autocorrelation Function Estimation
cpgram Plot Cumulative Periodogram
df.kernel Smoothing Kernel Objects
diffinv Discrete Integrals: Inverse of Differencing
embed Embedding a Time Series
EuStockMarkets Daily Closing Prices of Major European Stock Indices, 1991-1998.
fdeaths Monthly Deaths from Lung Diseases in the UK
filter Linear Filtering on a Time Series
is.tskernel Smoothing Kernel Objects
kernapply Apply Smoothing Kernel
kernel Smoothing Kernel Objects
lag Lag a Time Series
lag.plot Time Series Lag Plots
LakeHuron Level of Lake Huron 1875-1972
ldeaths Monthly Deaths from Lung Diseases in the UK
lh Luteinizing Hormone in Blood Samples
lynx Annual Canadian Lynx trappings 1821-1934
mdeaths Monthly Deaths from Lung Diseases in the UK
na.contiguous NA Handling Routines for Time Series
nottem Average Monthly Temperatures at Nottingham, 1920-1939
pacf Autocovariance and Autocorrelation Function Estimation
plot.acf Plotting Autocovariance and Autocorrelation Functions
plot.spec Plotting Spectral Densities
plot.stl Methods for STL Objects
plot.tskernel Smoothing Kernel Objects
PP.test Phillips-Perron Unit Root Test
predict.ar Fit Autoregressive Models to Time Series
predict.arima0 ARIMA Modelling of Time Series - Preliminary Version
print.ar Fit Autoregressive Models to Time Series
print.arima0 ARIMA Modelling of Time Series - Preliminary Version
print.stl Methods for STL Objects
print.tskernel Smoothing Kernel Objects
spec Spectral Density Estimation
spec.ar Estimate Spectral Density of a Time Series from AR Fit
spec.pgram Estimate Spectral Density of a Time Series from Smoothed Periodogram
spec.taper Taper a Time Series
spectrum Spectral Density Estimation
stl Seasonal Decomposition of Time Series by Loess
summary.stl Methods for STL Objects
sunspot Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997.
toeplitz Form Symmetric Toeplitz Matrix
treering Yearly Treering Data, -6000-1979.
ts.intersect Bind Two or More Time Series
ts.plot Plot Multiple Time Series
ts.union Bind Two or More Time Series
UKDriverDeaths Deaths of Car Drivers in Great Britain 1969-84
UKLungDeaths Monthly Deaths from Lung Diseases in the UK
USAccDeaths Accidental Deaths in the US 1973-1978
[.tskernel Smoothing Kernel Objects