# Time series functions

A B C D E F H I J K L M N P R S T U W misc

## -- A --

acf | Auto- and Cross- Covariance and -Correlation Function Estimation
acf2AR | Compute an AR Process Exactly Fitting an ACF
AirPassengers | Monthly Airline Passenger Numbers 1949-1960
ar | Fit Autoregressive Models to Time Series
ar.burg | Fit Autoregressive Models to Time Series
ar.mle | Fit Autoregressive Models to Time Series
ar.ols | Fit Autoregressive Models to Time Series by OLS
ar.yw | Fit Autoregressive Models to Time Series
arima | ARIMA Modelling of Time Series
arima.sim | Simulate from an ARIMA Model
arima0 | ARIMA Modelling of Time Series - Preliminary Version
arima0.diag | Diagnostic Plots for Time-Series Fits
ARMAacf | Compute Theoretical ACF for an ARMA Process
ARMAtoMA | Convert ARMA Process to Infinite MA Process
austres | Quarterly Time Series of the Number of Australian Residents

## -- B --

bandwidth.kernel | Smoothing Kernel Objects
beaver1 | Body Temperature Series of Two Beavers
beaver2 | Body Temperature Series of Two Beavers
beavers | Body Temperature Series of Two Beavers
BJsales | Sales Data with Leading Indicator.
Box.test | Box-Pierce and Ljung-Box Tests

## -- C --

ccf | Auto- and Cross- Covariance and -Correlation Function Estimation
cpgram | Plot Cumulative Periodogram

## -- D --

decompose | Classical Seasonal Decomposition by Moving Averages
df.kernel | Smoothing Kernel Objects
diffinv | Discrete Integrals: Inverse of Differencing

## -- E --

embed | Embedding a Time Series
EuStockMarkets | Daily Closing Prices of Major European Stock Indices, 1991-1998.

## -- F --

fdeaths | Monthly Deaths from Lung Diseases in the UK
filter | Linear Filtering on a Time Series

## -- H --

HoltWinters | Holt-Winters Filtering

## -- I --

is.tskernel | Smoothing Kernel Objects

## -- J --

JohnsonJohnson | Quarterly Earnings per Johnson & Johnson Share

## -- K --

KalmanForecast | Kalman Filtering
KalmanLike | Kalman Filtering
KalmanRun | Kalman Filtering
KalmanSmooth | Kalman Filtering
kernapply | Apply Smoothing Kernel
kernel | Smoothing Kernel Objects

## -- L --

lag | Lag a Time Series
lag.plot | Time Series Lag Plots
LakeHuron | Level of Lake Huron 1875-1972
ldeaths | Monthly Deaths from Lung Diseases in the UK
lh | Luteinizing Hormone in Blood Samples
lynx | Annual Canadian Lynx trappings 1821-1934

## -- M --

makeARIMA | Kalman Filtering
mdeaths | Monthly Deaths from Lung Diseases in the UK
monthplot | Plot a Seasonal or other Subseries

## -- N --

na.contiguous | NA Handling Routines for Time Series
Nile | Flow of the River Nile
nottem | Average Monthly Temperatures at Nottingham, 1920-1939

## -- P --

pacf | Auto- and Cross- Covariance and -Correlation Function Estimation
plot.acf | Plotting Autocovariance and Autocorrelation Functions
plot.decomposed.ts | Classical Seasonal Decomposition by Moving Averages
plot.HoltWinters | Plot function for HoltWinters objects
plot.spec | Plotting Spectral Densities
plot.stl | Methods for STL Objects
plot.tskernel | Smoothing Kernel Objects
PP.test | Phillips-Perron Unit Root Test
predict.ar | Fit Autoregressive Models to Time Series
predict.Arima | Forecast from ARIMA fits
predict.arima0 | ARIMA Modelling of Time Series - Preliminary Version
predict.HoltWinters | prediction function for fitted Holt-Winters models
predict.StructTS | Fit Structural Time Series
print.ar | Fit Autoregressive Models to Time Series
print.Arima | ARIMA Modelling of Time Series
print.arima0 | ARIMA Modelling of Time Series - Preliminary Version
print.HoltWinters | Holt-Winters Filtering
print.stl | Methods for STL Objects
print.StructTS | Fit Structural Time Series
print.tskernel | Smoothing Kernel Objects

## -- R --

residuals.HoltWinters | Holt-Winters Filtering

## -- S --

Seatbelts | Road Casualties in Great Britain 1969-84
spec | Spectral Density Estimation
spec.ar | Estimate Spectral Density of a Time Series from AR Fit
spec.pgram | Estimate Spectral Density of a Time Series from Smoothed Periodogram
spec.taper | Taper a Time Series
spectrum | Spectral Density Estimation
stl | Seasonal Decomposition of Time Series by Loess
StructTS | Fit Structural Time Series
summary.stl | Methods for STL Objects
sunspot | Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997.

## -- T --

toeplitz | Form Symmetric Toeplitz Matrix
treering | Yearly Treering Data, -6000-1979.
ts.intersect | Bind Two or More Time Series
ts.plot | Plot Multiple Time Series
ts.union | Bind Two or More Time Series
tsdiag | Diagnostic Plots for Time-Series Fits
tsSmooth | Use Fixed-Interval Smoothing on Time Series

## -- U --

UKDriverDeaths | Road Casualties in Great Britain 1969-84
UKgas | UK Quarterly Gas Consumption
UKLungDeaths | Monthly Deaths from Lung Diseases in the UK
USAccDeaths | Accidental Deaths in the US 1973-1978

## -- W --

WWWusage | Internet Usage per Minute

## -- misc --

[.tskernel | Smoothing Kernel Objects