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 |