Package: TSA 1.3.1

Kung-Sik Chan

TSA: Time Series Analysis

Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan.

Authors:Kung-Sik Chan, Brian Ripley

TSA_1.3.1.tar.gz
TSA_1.3.1.tar.gz(r-4.5-noble)TSA_1.3.1.tar.gz(r-4.4-noble)
TSA_1.3.1.tgz(r-4.4-emscripten)TSA_1.3.1.tgz(r-4.3-emscripten)
TSA.pdf |TSA.html
TSA/json (API)

# Install 'TSA' in R:
install.packages('TSA', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • CREF - Daily CREF Values
  • JJ - Quarterly earnings per share for the Johnson & Johnson Company
  • SP - Quarterly Standard & Poor's Composite Index of stock price values / time series
  • 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
  • arma11.s - A Simulated ARMA(1,1) Series/ time series
  • 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
  • co2 - Levels of Carbon Dioxide at Alert, Canada / Time series
  • color - Color property/time series
  • 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
  • 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
  • flow - Monthly River Flow for the Iowa River
  • gold - Gold Price / time series
  • google - Daily returns of the google stock
  • hare - Canadian hare data/ time series
  • hours - Average hours worked in US manufacturing sector / time series
  • ima22.s - Simulated IMA(2,2) series / time series
  • larain - Annual rainfall in Los Angeles / time series
  • 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
  • milk - Monthly Milk Production
  • oil.price - Monthly Oil Price / time series
  • oilfilters - Monthly sales to dealers of a specialty oil filter/time series
  • prescrip - Cost per prescription / time series
  • prey.eq - Prey series / time series
  • retail - U.K. retail sales / time series
  • robot - The distance of a robot from a desired position / time series
  • rwalk - A simulated random walk / Time series
  • spots - Relative annual sunspot number / time series
  • spots1 - Annual international sunspot numbers
  • star - Star Brightness
  • tbone - A digitized sound file of a B flat played on a tenor trombone
  • tempdub - Monthly average temperature in Dubuque/time series
  • 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

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

31 exports 2 stars 6.23 score 14 dependencies 4 dependents 293 mentions 912 scripts 7.0k downloads

Last updated 2 years agofrom:5050db06a6. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 12 2024
R-4.5-linuxNOTESep 12 2024

Exports:acfarimaarima.bootarimaxARMAspecarmasubsetsBoxCox.ardetectAOdetectIOeacfgarch.simgBoxharmonicKeenan.testkurtosislagplotLB.testMcLeod.Li.testperiodogramprewhitenqar.simrunsseasonskewnessspectartar.simtar.skeletontlrtTsay.testzlag

Dependencies:curljsonlitelatticeleapslocfitMatrixmgcvnlmequadprogquantmodtseriesTTRxtszoo

Readme and manuals

Help Manual

Help pageTopics
Time Series AnalysisTSA-package TSA
Auto- and Cross- Covariance and -Correlation Function Estimationacf
Monthly Airline Passenger-Miles in the USairmiles
Monthly total international airline passengersairpass
A simulated AR(1) seriesar1.2.s
A simulated AR(1) seriesar1.s
Asimulated AR(2) series / time seriesar2.s
Fitting an ARIMA model with Exogeneous Variablesarima
Compute the Bootstrap Estimates of an ARIMA Modelarima.boot
Fitting an ARIMA model with Exogeneous Variablesarimax
A Simulated ARMA(1,1) Series/ time seriesarma11.s
Theoretical spectral density function of a stationary ARMA modelARMAspec
Selection of Subset ARMA Modelsarmasubsets
Monthly beer sales / time seriesbeersales
Blue Bird Potato Chip Databluebird
Bluebird Lite potato chip databluebirdlite
Monthly public transit boardings and gasoline price in Denverboardings
Determine the power transformation for serially correlated dataBoxCox.ar
Levels of Carbon Dioxide at Alert, Canada / Time seriesco2
Color property/time seriescolor
Daily CREF ValuesCREF
Daily CREF Bond Valuescref.bond
Number of days between payment to Winegard Corp. / time seriesdays
Deviations of an industrial process at Deere & Co. - Series 1deere1
Deviations of an industrial process at Deere & Co. - Series 2deere2
Deviations of an industrial process at Deere & Co. - Series 3deere3
Additive Outlier DetectiondetectAO
Innovative Outlier DetectiondetectIO
Compute the sample extended acf (ESACF)eacf
EEG Dataeeg
Monthly US electricity production / time serieselectricity
A digitized sound file of a B flat played on a euphoniumeuph
A simulated explosive AR(1) seriesexplode.s
Fitted values of an arima model.fitted.Arima
Monthly River Flow for the Iowa Riverflow
Simulate a GARCH processgarch.sim
Generalized Portmanteau Tests for GARCH ModelsgBox
Gold Price / time seriesgold
Daily returns of the google stockgoogle
Canadian hare data/ time serieshare
Construct harmonic functions for fitting harmonic trend modelharmonic
Average hours worked in US manufacturing sector / time serieshours
Simulated IMA(2,2) series / time seriesima22.s
Quarterly earnings per share for the Johnson & Johnson CompanyJJ
Keenan's one-degree test for nonlinearityKeenan.test
Kurtosiskurtosis
Lagged Regression Plotlagplot
Annual rainfall in Los Angeles / time serieslarain
Portmanteau Tests for Fitted ARIMA modelsLB.test
A simulated MA(1) series / time seriesma1.1.s
A simulated MA(1) series / time seriesma1.2.s
A simulated MA(2) seriesma2.s
McLeod-Li testMcLeod.Li.test
Monthly Milk Productionmilk
Monthly Oil Price / time seriesoil.price
Monthly sales to dealers of a specialty oil filter/time seriesoilfilters
Computing the periodogramperiodogram
Compute and Plot the Forecasts Based on a Fitted Time Series Modelplot.Arima
Plot the Best Subset ARMA modelsplot.armasubsets
Plot1plot1.acf
Prediction based on a fitted TAR modelpredict.TAR
Cost per prescription / time seriesprescrip
Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Functionprewhiten
Prey series / time seriesprey.eq
Simulate a first-order quadratic AR modelqar.sim
U.K. retail sales / time seriesretail
The distance of a robot from a desired position / time seriesrobot
Compute the Standardized Residuals from a Fitted ARIMA Modelrstandard.Arima
Runs testruns
A simulated random walk / Time seriesrwalk
Extract the season info from a time seriesseason
Skewnessskewness
Quarterly Standard & Poor's Composite Index of stock price values / time seriesSP
Computing the spectrumspec
Relative annual sunspot number / time seriesspots
Annual international sunspot numbersspots1
Star Brightnessstar
Summary of output from the armasubsets functionsummary.armasubsets
Estimation of a TAR modeltar
Simulate a two-regime TAR modeltar.sim
Find the asympotitc behavior of the skeleton of a TAR modeltar.skeleton
A digitized sound file of a B flat played on a tenor trombonetbone
Monthly average temperature in Dubuque/time seriestempdub
Likelihood ratio test for threshold nonlinearitytlrt
Tsay's Test for nonlinearityTsay.test
Model Diagnostics for a Fitted ARIMAX Modeltsdiag.Arimax
Model diagnostics for a fitted TAR modeltsdiag.TAR
A digitized sound file of a B flat played on a BB flat tubatuba
Annual sales of certain large equipmentunits
Daily US Dollar to Hong Kong Dollar Exchange Ratesusd.hkd
An experimental prey-predator time seriesveilleux
Average hourly wages in the apparel industry / time serieswages
Monthly unit sales of recreational vehicles / time serieswinnebago
Compute the lag of a vector.zlag