Time series functions


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A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

"[.kernel" Smoothing Kernel Objects

-- A --

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
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

-- B --

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.
BJsales.lead Sales Data with Leading Indicator.
Box.test Box-Pierce and Ljung-Box Tests

-- C --

cbind.ts Bind Two or More Time Series
ccf Autocovariance and Autocorrelation Function Estimation
cpgram Plot Cumulative Periodogram

-- D --

df.kernel Smoothing Kernel Objects
diffinv Discrete Integrals: Inverse of Differencing
diffinv.default Discrete Integrals: Inverse of Differencing
diffinv.ts Discrete Integrals: 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

-- I --

is.tskernel Smoothing Kernel Objects

-- K --

kernapply Apply Smoothing Kernel
kernapply.default Apply Smoothing Kernel
kernapply.kernel Apply Smoothing Kernel
kernapply.ts Apply Smoothing Kernel
kernel Smoothing Kernel Objects

-- L --

lag Lag a Time Series
lag.default Lag a Time Series
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 --

mdeaths Monthly Deaths from Lung Diseases in the UK

-- N --

na.contiguous NA Handling Routines for Time Series
na.omit.ts NA Handling Routines for Time Series
nottem Average Monthly Temperatures at Nottingham, 1920-1939

-- P --

pacf Autocovariance and Autocorrelation Function Estimation
pacf.mts Autocovariance and Autocorrelation Function Estimation
pacf.ts Autocovariance and Autocorrelation Function Estimation
plot.acf Autocovariance and Autocorrelation Function Estimation
plot.spec Spectral Density Estimation
plot.stl Seasonal Decomposition of Time Series by Loess
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 Seasonal Decomposition of Time Series by Loess
print.tskernel Smoothing Kernel Objects

-- S --

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
sunspot Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997.
sunspot.month Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997.
sunspot.year Yearly Sunspot Data, 1700-1988. 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

-- U --

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

-- W --

window Time Windows
window.default Time Windows
window.ts Time Windows