ts(時系列解析)一覧

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
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
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

ts(時系列解析)一覧

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