Time Series Functions


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A B C D E F H I J K L M N P S T U W

-- A --

acf Auto- and Cross- Covariance and -Correlation Function Estimation
acf2AR Compute an AR Process Exactly Fitting an ACF
AirPassengers Monthly Airline Passenger Numbers 1949-1960
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
arima ARIMA Modelling of Time Series
arima.sim Simulate from an ARIMA Model
arima0 ARIMA Modelling of Time Series - Preliminary Version
ARMAacf Compute Theoretical ACF for an ARMA Process
ARMAtoMA Convert ARMA Process to Infinite MA Process
austres Quarterly Time Series of the Number of Australian Residents

-- B --

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

-- C --

ccf Auto- and Cross- Covariance and -Correlation Function Estimation
cpgram Plot Cumulative Periodogram

-- D --

decompose Classical Seasonal Decomposition by Moving Averages
df.kernel Smoothing Kernel Objects
diffinv Discrete Integration: Inverse of Differencing

-- E --

embed Embedding a Time Series
EuStockMarkets Daily Closing Prices of Major European Stock Indices, 1991-1998

-- F --

fdeaths Monthly Deaths from Lung Diseases in the UK
filter Linear Filtering on a Time Series

-- H --

HoltWinters Holt-Winters Filtering

-- I --

is.tskernel Smoothing Kernel Objects

-- J --

JohnsonJohnson Quarterly Earnings per Johnson & Johnson Share

-- K --

KalmanForecast Kalman Filtering
KalmanLike Kalman Filtering
KalmanRun Kalman Filtering
KalmanSmooth Kalman Filtering
kernapply Apply Smoothing Kernel
kernel Smoothing Kernel Objects

-- L --

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

-- M --

makeARIMA Kalman Filtering
mdeaths Monthly Deaths from Lung Diseases in the UK
monthplot Plot a Seasonal or other Subseries

-- N --

na.contiguous Find Longest Contiguous Stretch of non-NAs
Nile Flow of the River Nile
nottem Average Monthly Temperatures at Nottingham, 1920-1939

-- P --

pacf Auto- and Cross- Covariance and -Correlation Function Estimation
plot.acf Plot Autocovariance and Autocorrelation Functions
plot.decomposed.ts Classical Seasonal Decomposition by Moving Averages
plot.HoltWinters Plot function for HoltWinters objects
plot.spec Plotting Spectral Densities
plot.stl Methods for STL Objects
PP.test Phillips-Perron Test for Unit Roots
predict.ar Fit Autoregressive Models to Time Series
predict.Arima Forecast from ARIMA fits
predict.arima0 ARIMA Modelling of Time Series - Preliminary Version
predict.HoltWinters prediction function for fitted Holt-Winters models
predict.StructTS Fit Structural Time Series
print.ar Fit Autoregressive Models to Time Series
print.arima0 ARIMA Modelling of Time Series - Preliminary Version
print.StructTS Fit Structural Time Series

-- S --

Seatbelts Road Casualties in Great Britain 1969-84
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 by a Smoothed Periodogram
spec.taper Taper a Time Series by a Cosine Bell
spectrum Spectral Density Estimation
stl Seasonal Decomposition of Time Series by Loess
StructTS Fit Structural Time Series
sunspot Yearly Sunspot Data, 1700-1988, and Monthly Sunspot Data, 1749-1997

-- T --

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
tsdiag Diagnostic Plots for Time-Series Fits
tsSmooth Use Fixed-Interval Smoothing on Time Series

-- U --

UKDriverDeaths Road Casualties in Great Britain 1969-84
UKgas UK Quarterly Gas Consumption
UKLungDeaths Monthly Deaths from Lung Diseases in the UK
USAccDeaths Accidental Deaths in the US 1973-1978

-- W --

WWWusage Internet Usage per Minute