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#contents //*時系列パッケージtsの内容一覧 *時系列解析パッケージ ''ts'' の内容一覧 [#f2eb1cd0] *時系列解析 ''ts'' パッケージ中のオブジェクトの一覧 [#h2ecd328] |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|
