R: Time Series, Analysis and Application

# Time Series, Analysis and Application

## Documentation for package ‘tsapp’ version 1.0.4

- DESCRIPTION file

## Help Pages

ACCIDENT | Monthly numbers of road traffic accidents with personal injury in BRD
acfmat | 'acfmat' computes a sequence of autocorrelation matrices for a multivariate time series
acfpacf | 'acfpacf' produces a plot of the acf and the pacf of a time series
ALCINCOME | Alcohol Demand, UK, 1870-1938.
armathspec | 'armathspec' determines the theoretical spectrum of an arma process
aspectratio | 'aspectratio' determines the aspect ratio to plot a time series
bandfilt | 'bandfilt' does a bandpass filtering of a time series
BEER | Monthly beer production in Australia: megalitres. Includes ale and stout. Does not include beverages with alcohol percentage less than 1.15.
bispeces | 'bispeces' performs indirect bivariate spectral estimation of two series y1, y2 using lagwindows
BLACKOUT | Weekly number of births in New York
BoxCox | 'BoxCox' determines the power of a Box-Cox transformation to stabilize the variance of a time series
COFFEE | U.S. annual coffee consumption
DAX | Market value of DAX
DIABETES | Incidences of insulin-dependent diabetes mellitus
DOMINANCE | Running yield of public bonds in Austria and Germany
dynspecest | 'dynspecest' performs a dynamic spectrum estimation
ENGINES | ENGINES is an alias for MACHINES
FINANCE | Portfolio-Insurance-Strategies
GDP | Germany's gross domestic product adjusted for price changes
GDPORIG | Germany's gross domestic product, values of Laspeyres index to base 2000
Grangercaus | 'Grangercaus' determines three values of BIC from a twodimensional VAR process
HAC | HAC Covariance Matrix Estimation 'HAC' computes the central quantity (the meat) in the HAC covariance matrix estimator, also called sandwich estimator. HAC is the abbreviation for "heteroskedasticity and autocorrelation consistent".
HEARTBEAT | Cardiac frequency of a patient
HSV | HSV's position in the first German soccer league
IBM | IBM's stock price
ICECREAM | Temperature and consumption of ice cream
init_values | 'init_values' is an auxiliary function for rlassoHAC, for fitting linear models with the method of least squares where only the variables in X with highest correlations are considered; taken from package hdm.
INORDER | Income orders of a company
interpol | 'interpol' help function for missls
kweightsHAC | 'kweightsHAC' help function for HAC
L921 | Subsoil water level and precipitation at pilot well L921
lagwinba | 'lagwinba' Bartlett's Lag-window for indirect spectrum estimation
lagwinpa | 'lagwinpa' Parzen's Lag-window for indirect spectrum estimation
lagwintu | 'lagwintu' Tukey's Lag-window for indirect spectrum estimation
lambdaCalculationHAC | 'lambdaCalculationHAC' is an auxiliary function for rlassoHAC; it calculates the penalty parameters.
lambdaCalculationLoad | 'lambdaCalculationLoad' is an auxiliary function for rlassoLoad; it calculates the penalty parameters with predefined loadings.
ldrec | 'ldrec' does Levinson-Durbin recursion for determing all coefficients a(i,j)
LITH | Daily subsoil water level and precipitation at pilot well Lith
LjungBoxPierceTest | 'LjungBoxPierceTest' determines the test statistic and p values for several lags for a residual series
LUHORMONE | Level of Luteinzing hormone of a cow
LYNX | Annual lynx trappings in a region of North-West Canada. Taken from Andrews and Herzberg (1985).
LYNXHARE | Size of populations of lynxes and snow hares
MACHINES | Number of incoming orders for machines
MAUNALOA | Atmospheric CO2 concentrations (ppmv) derived from in situ air samples collected at Mauna Loa Observatory, Hawaii
MDAX | Stock market price of MDAX
MELANOM | Melanoma incidence in Connecticut
mfraccheck | multifractal check 'mfraccheck' computes the absolute empirical moments of the differenced series for various lags and moment orders. E.g. for lag = 3 and moment order = 1 the average absolute value of the differences with lag 3 will be computed. By default, the maximum lag is determined so that the differenced series contains at lest 50 observations.
missar | 'missar' Substitution of missing values in a time series by conditional exspectations of AR(p) models
missls | 'missls' substitutes missing values in a time series using the LS approach with ARMA models
moveav | 'moveav' smoothes a time series by moving averages
movemed | 'movemed' smoothes a time series by moving medians
MUSKRAT | Annual trade of muskrat pelts
NIKKEI | Daily values of the Japanese stock market index Nikkei 225 between 02.02.2000 and 20.10.2020
outidentify | 'outidentify' performs one iteration of Wei's iterative procedure to identify impact, locations and type of outliers in arma processes
OXYGEN | Amount of an Oxygen isotope
pacfmat | 'pacfmat' sequence of partial autocorrelation matrices and related statistics for a multivariate time series
PAPER | Two measurements at a paper machine
periodogram | 'periodogram' determines the periodogram of a time series
periodotest | 'periodotest' computes the p-value of the test for a hidden periodicity
perwinba | 'perwinba' Bartlett-Priestley window for direct spectral estimation
perwinda | 'perwinda' Daniell window for direct spectral estimation
perwinpa | 'perwinpa' Parzen's window for direct spectral estimation
pestep | 'pestep' help function for missar
PIGPRICE | Monthly prices for pigs
polymake | 'polymake' generates the coefficients of an AR process given the zeros of the characteristic polynomial. The norm of the roots must be greater than one for stationary processes.
PPDEMAND | Peak power demand in Berlin
PRODINDEX | Production index of manufacturing industries
psifair | 'psifair' is a psi-function for robust estimation
psihuber | 'psihuber' is a psi-function for robust estimation
RAINFALL | Annual amount of rainfall in Los Angeles
REDWINE | Monthly sales of Australian red wine (1000 l)
rlassoHAC | 'rlassoHAC' performs Lasso estimation under heteroscedastic and autocorrelated non-Gaussian disturbances.
rlassoLoad | 'rlassoLoad' performs Lasso estimation under heteroscedastic and autocorrelated non-Gaussian disturbances with predefined penalty loadings.
robsplinedecomp | 'robsplinedecomp' decomposes a vector into trend, season and irregular component by robustified spline approach; a time series attribute is lost
RS | 'RS' rescaled adjusted range statistic
SALES | Monthly sales of a company
SCHAUINSLAND | CO2-Concentration obtained in Schauinsland, Germany
simpledecomp | 'simpledecomp' decomposes a vector into trend, season and irregular component by linear regression approach
smoothls | 'smoothls' smoothes a time series by Whittaker graduation. The function depends on the package Matrix.
smoothrb | 'smoothrb' smoothes a time series robustly by using Huber's psi-function. The initialisation uses a moving median.
specest | 'specest' direct spectral estimation of series y using periodogram window win
specplot | 'specplot' plot of spectral estimate
splinedecomp | 'splinedecomp' decomposes a time series into trend, season and irregular component by spline approach.
SPRUCE | Annual logging of spruce wood.
statcheck | 'statcheck' determines the means, standard deviations and acf's of segmets of a time series and plots the acf's for the segments.
subsets | 'subsets' determines all subsets of a set of n elements (labelled by 1,2,...,n ).
symplot | 'symplot' produces a symmetry plot
taper | 'taper' taper modification of a time series
TAXES | Monthly community taxes in Germany (billions EURO)
TREERING | Mean thickness of annual tree rings
TREMOR | Measurements of physiological tremor
tsmat | 'tsmat' constructs a (n-p+1,p) matrix from a time series where the first column is the shortened series y[p],...,y[n], the second is y[p-1],...,y[n-1], etc.
USAPOP | Population of USA
vartable | 'vartable' determines table of variate differences
WHORMONE | Concentration of growth hormone of a bull
wntest | 'wntest' graphical test for white noise for a time series or a series of regression residuals