| 項目 | 別名 | キーワード | 説明 |
| ARMAacf | | ts | Compute Theoretical ACF for an ARMA Process |
| ARMAtoMA | | ts | Convert ARMA Process to Infinite MA Process |
| AirPassengers | | datasets | Monthly Airline Passenger Numbers 1949-1960 |
| BJsales | BJsales.lead | datasets | Sales Data with Leading Indicator |
| EuStockMarkets | | datasets | Daily Closing Prices of Major European Stock Indices, 1991-1998 |
| HoltWinters | | | Holt-Winters Filtering |
| JohnsonJohnson | | datasets | Quarterly Earnings per Johnson & Johnson Share |
| KalmanLike | KalmanRun KalmanSmooth KalmanForecast makeARIMA | ts | Kalman Filtering |
| LakeHuron | | datasets | Level of Lake Huron 1875-1972 |
| Nile | | datasets | Flow of the River Nile |
| StructTS | print.StructTS predict.StructTS | ts | Fit Structural Time Series |
| UKDriverDeaths | Seatbelts | datasets | Road Casualties in Great Britain 1969-84 |
| UKLungDeaths | ldeaths fdeaths mdeaths | datasets | Monthly Deaths from Lung Diseases in the UK |
| UKgas | | datasets | UK Quarterly Gas Consumption |
| USAccDeaths | | datasets | Accidental Deaths in the US 1973-1978 |
| WWWusage | | datasets | Internet Usage per Minute |
| acf | ccf pacf pacf.default pacf.ts pacf.mts | ts | Auto- and Cross- Covariance and-Correlation Function Estimation |
| acf2AR | | ts | Compute an AR Process Exactly Fitting an ACF |
| ar | ar.burg ar.burg.default ar.burg.mts ar.yw ar.yw.default ar.yw.mts ar.mle print.ar predict.ar | ts | Fit Autoregressive Models to Time Series |
| ar.ols | | ts | Fit Autoregressive Models to Time Series by OLS |
| arima | | ts | ARIMA Modelling of Time Series |
| arima.sim | | ts | Simulate from an ARIMA Model |
| arima0 | print.arima0 predict.arima0 | ts | ARIMA Modelling of Time Series -- Preliminary Version |
| austres | | datasets | Quarterly Time Series of the Number of Australian Residents |
| beavers | beaver1 beaver2 | datasets | Body Temperature Series of Two Beavers |
| Box.test | | ts | Box-Pierce and Ljung-Box Tests |
| cpgram | | ts hplot | Plot Cumulative Periodogram |
| decompose | plot.decomposed.ts | ts | Classical Seasonal Decomposition by Moving Averages |
| diffinv | diffinv.default diffinv.ts diffinv.vector | ts | Discrete Integration: Inverse of Differencing |
| embed | | ts | Embedding a Time Series |
| filter | | ts | Linear Filtering on a Time Series |
| kernapply | kernapply.default kernapply.ts kernapply.tskernel kernapply.vector | ts | Apply Smoothing Kernel |
| beavers | beaver1 beaver2 | datasets | Body Temperature Series of Two Beavers |
| Box.test | | ts | Box-Pierce and Ljung-Box Tests |
| cpgram | | ts hplot | Plot Cumulative Periodogram |
| decompose | plot.decomposed.ts | ts | Classical Seasonal Decomposition by Moving Averages |
| diffinv | diffinv.default diffinv.ts diffinv.vector | ts | Discrete Integration: Inverse of Differencing |
| embed | | ts | Embedding a Time Series |
| filter | | ts | Linear Filtering on a Time Series |
| kernapply | kernapply.default kernapply.ts kernapply.tskernel kernapply.vector | ts | Apply Smoothing Kernel |
| kernel | bandwidth.kernel df.kernel is.tskernel | ts | Smoothing Kernel Objects |
| lag | lag l | ts | Lag a Time Series |
| lag.plot | | hplot ts | Time Series Lag Plots |
| lh | | datasets | Luteinizing Hormone in Blood Samples |
| lynx | | datasets | Annual Canadian Lynx trappings 1821-1934 |
| monthplot | monthplot.default monthplot.ts monthplot.stl monthplot.StructTS | hplot ts | Plot a Seasonal or other Subseries |
| na.contiguous | | ts | Find Longest Contiguous Stretch of non-NAs |
| nottem | | datasets | Average Monthly Temperatures at Nottingham, 1920-1939 |
| plot.HoltWinters | | ts | Plot function for HoltWinters objects |
| plot.acf | | hplot ts | Plot Autocovariance and Autocorrelation Functions |
| plot.spec | plot.spec.coherency plot.spec.phase | hplot ts | Plotting Spectral Densities |
| PP.test | | ts | Phillips-Perron Test for Unit Roots |
| predict.Holt | | ts | prediction function for fitted Holt-Winters models |
| predict.Arima | | ts | Forecast from ARIMA fits |
| spec.ar | | ts | Estimate Spectral Density of a Time Series from AR Fit |
| spec.pgram | | ts | Estimate Spectral Density of a Time Series by a Smoothed Periodogram |
| spec.taper | | ts | Taper a Time Series by a Cosine Bell |
| spectrum | spec | ts | Spectral Density Estimation |
| stl | | ts | Seasonal Decomposition of Time Series by Loess |
| stlmethods | | ts | Methods for STL Objects |
| sunspot | sunspot.month sunspot.year | datasets | Yearly Sunspot Data, 1700-1988, and Monthly Sunspot Data, 1749-1997 |
| toeplitz | | ts | Form Symmetric Toeplitz Matrix |
| treering | | datasets | Yearly Treering Data, -6000-1979 |
| ts-defunct | arima0.diag | ts internal | Defunct functions in Package ts |
| ts.plot | | ts | Plot Multiple Time Series |
| ts.union | ts.intersect | ts | Bind Two or More Time Series |
| tsSmooth | tsSmooth.StructTS | ts | Use Fixed-Interval Smoothing on Time Series |
| tsdiag | tsdiag.arima0 tsdiag.Arima tsdiag.StructTS | ts | Diagnostic Plots for Time-Series Fits |