R: Time Series Analysis

# Time Series Analysis

## Documentation for package ‘TSA’ version 1.3.1

- DESCRIPTION file

## Help Pages

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.Arima | Fitted values of an arima 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.Arimax | Model Diagnostics for a Fitted ARIMAX 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.