COLOR(red){SIZE(25){時系列解析パッケージ ts の中身一覧}}

|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|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|
|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|
|| |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|

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