時系列解析パッケージ ts の中身一覧

項目別名キーワード説明
ARMAacftsCompute Theoretical ACF for an ARMA Process
ARMAtoMAtsConvert ARMA Process to Infinite MA Process
AirPassengers?datasetsMonthly Airline Passenger Numbers 1949-1960
BJsalesBJsales.leaddatasetsSales Data with Leading Indicator
EuStockMarketsdatasetsDaily Closing Prices of Major European Stock Indices, 1991-1998
HoltWinters?Holt-Winters Filtering
JohnsonJohnson?datasetsQuarterly Earnings per Johnson & Johnson Share
KalmanLike?KalmanRun? KalmanSmooth? KalmanForecast? makeARIMAtsKalman Filtering
LakeHuron?datasetsLevel of Lake Huron 1875-1972
NiledatasetsFlow of the River Nile
StructTSprint.StructTS predict.StructTStsFit Structural Time Series
UKDriverDeaths?SeatbeltsdatasetsRoad Casualties in Great Britain 1969-84
UKLungDeaths?ldeaths fdeaths mdeathsdatasetsMonthly Deaths from Lung Diseases in the UK
UKgasdatasetsUK Quarterly Gas Consumption
USAccDeaths?datasetsAccidental Deaths in the US 1973-1978
WWWusagedatasetsInternet Usage per Minute
acfccf pacf pacf.default pacf.ts pacf.mtstsAuto- and Cross- Covariance and-Correlation Function Estimation
acf2ARtsCompute an AR Process Exactly Fitting an ACF
arar.burg ar.burg.default ar.burg.mts ar.yw ar.yw.default ar.yw.mts ar.mle print.ar predict.artsFit Autoregressive Models to Time Series
ar.olstsFit Autoregressive Models to Time Series by OLS
arimatsARIMA Modelling of Time Series
arima.simtsSimulate from an ARIMA Model
arima0print.arima0 predict.arima0tsARIMA Modelling of Time Series -- Preliminary Version
austresdatasetsQuarterly Time Series of the Number of Australian Residents
beaversbeaver1 beaver2datasetsBody Temperature Series of Two Beavers
Box.testtsBox-Pierce and Ljung-Box Tests
cpgramts hplotPlot Cumulative Periodogram
decomposeplot.decomposed.tstsClassical Seasonal Decomposition by Moving Averages
diffinvdiffinv.default diffinv.ts diffinv.vectortsDiscrete Integration: Inverse of Differencing
embedtsEmbedding a Time Series
filtertsLinear Filtering on a Time Series
kernapplykernapply.default kernapply.ts kernapply.tskernel kernapply.vectortsApply Smoothing Kernel
kernelbandwidth.kernel df.kernel is.tskerneltsSmoothing Kernel Objects
laglag ltsLag a Time Series
lag.plothplot tsTime Series Lag Plots
lhdatasetsLuteinizing Hormone in Blood Samples
lynxdatasetsAnnual Canadian Lynx trappings 1821-1934
monthplotmonthplot.default monthplot.ts monthplot.stl monthplot.StructTShplot tsPlot a Seasonal or other Subseries
na.contiguoustsFind Longest Contiguous Stretch of non-NAs
nottemdatasetsAverage Monthly Temperatures at Nottingham, 1920-1939
plot.HoltWinters?tsPlot function for HoltWinters? objects
plot.acfhplot tsPlot Autocovariance and Autocorrelation Functions
plot.specplot.spec.coherency plot.spec.phasehplot tsPlotting Spectral Densities
PP.testtsPhillips-Perron Test for Unit Roots
predict.Holttsprediction function for fitted Holt-Winters models
predict.ArimatsForecast from ARIMA fits
spec.artsEstimate Spectral Density of a Time Series from AR Fit
spec.pgramtsEstimate Spectral Density of a Time Series by a Smoothed Periodogram
spec.tapertsTaper a Time Series by a Cosine Bell
spectrumspectsSpectral Density Estimation
stltsSeasonal Decomposition of Time Series by Loess
stlmethodstsMethods for STL Objects
sunspotsunspot.month sunspot.yeardatasetsYearly Sunspot Data, 1700-1988, and Monthly Sunspot Data, 1749-1997
toeplitztsForm Symmetric Toeplitz Matrix
treeringdatasetsYearly Treering Data, -6000-1979
ts-defunctarima0.diagts internalDefunct functions in Package ts
ts.plottsPlot Multiple Time Series
ts.unionts.intersecttsBind Two or More Time Series
tsSmoothtsSmooth.StructTStsUse Fixed-Interval Smoothing on Time Series
tsdiagtsdiag.arima0 tsdiag.Arima tsdiag.StructTStsDiagnostic Plots for Time-Series Fits

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Last-modified: 2015-03-01 (日) 01:15:59 (1719d)