| ACCIDENT |
Monthly numbers of road traffic accidents with personal injury in BRD |
| acfmat |
'acfmat' computes a sequence of autocorrelation matrices for a multivariate time series |
| acfpacf |
'acfpacf' produces a plot of the acf and the pacf of a time series |
| ALCINCOME |
Alcohol Demand, UK, 1870-1938. |
| armathspec |
'armathspec' determines the theoretical spectrum of an arma process |
| aspectratio |
'aspectratio' determines the aspect ratio to plot a time series |
| bandfilt |
'bandfilt' does a bandpass filtering of a time series |
| BEER |
Monthly beer production in Australia: megalitres. Includes ale and stout. Does not include beverages with alcohol percentage less than 1.15. |
| bispeces |
'bispeces' performs indirect bivariate spectral estimation of two series y1, y2 using lagwindows |
| BLACKOUT |
Weekly number of births in New York |
| BoxCox |
'BoxCox' determines the power of a Box-Cox transformation to stabilize the variance of a time series |
| COFFEE |
U.S. annual coffee consumption |
| DAX |
Market value of DAX |
| DIABETES |
Incidences of insulin-dependent diabetes mellitus |
| DOMINANCE |
Running yield of public bonds in Austria and Germany |
| dynspecest |
'dynspecest' performs a dynamic spectrum estimation |
| ENGINES |
ENGINES is an alias for MACHINES |
| FINANCE |
Portfolio-Insurance-Strategies |
| GDP |
Germany's gross domestic product adjusted for price changes |
| GDPORIG |
Germany's gross domestic product, values of Laspeyres index to base 2000 |
| Grangercaus |
'Grangercaus' determines three values of BIC from a twodimensional VAR process |
| HAC |
HAC Covariance Matrix Estimation 'HAC' computes the central quantity (the meat) in the HAC covariance matrix estimator, also called sandwich estimator. HAC is the abbreviation for "heteroskedasticity and autocorrelation consistent". |
| HEARTBEAT |
Cardiac frequency of a patient |
| HSV |
HSV's position in the first German soccer league |
| IBM |
IBM's stock price |
| ICECREAM |
Temperature and consumption of ice cream |
| init_values |
'init_values' is an auxiliary function for rlassoHAC, for fitting linear models with the method of least squares where only the variables in X with highest correlations are considered; taken from package hdm. |
| INORDER |
Income orders of a company |
| interpol |
'interpol' help function for missls |
| kweightsHAC |
'kweightsHAC' help function for HAC |
| L921 |
Subsoil water level and precipitation at pilot well L921 |
| lagwinba |
'lagwinba' Bartlett's Lag-window for indirect spectrum estimation |
| lagwinpa |
'lagwinpa' Parzen's Lag-window for indirect spectrum estimation |
| lagwintu |
'lagwintu' Tukey's Lag-window for indirect spectrum estimation |
| lambdaCalculationHAC |
'lambdaCalculationHAC' is an auxiliary function for rlassoHAC; it calculates the penalty parameters. |
| lambdaCalculationLoad |
'lambdaCalculationLoad' is an auxiliary function for rlassoLoad; it calculates the penalty parameters with predefined loadings. |
| ldrec |
'ldrec' does Levinson-Durbin recursion for determing all coefficients a(i,j) |
| LITH |
Daily subsoil water level and precipitation at pilot well Lith |
| LjungBoxPierceTest |
'LjungBoxPierceTest' determines the test statistic and p values for several lags for a residual series |
| LUHORMONE |
Level of Luteinzing hormone of a cow |
| LYNX |
Annual lynx trappings in a region of North-West Canada. Taken from Andrews and Herzberg (1985). |
| LYNXHARE |
Size of populations of lynxes and snow hares |
| MACHINES |
Number of incoming orders for machines |
| MAUNALOA |
Atmospheric CO2 concentrations (ppmv) derived from in situ air samples collected at Mauna Loa Observatory, Hawaii |
| MDAX |
Stock market price of MDAX |
| MELANOM |
Melanoma incidence in Connecticut |
| mfraccheck |
multifractal check 'mfraccheck' computes the absolute empirical moments of the differenced series for various lags and moment orders. E.g. for lag = 3 and moment order = 1 the average absolute value of the differences with lag 3 will be computed. By default, the maximum lag is determined so that the differenced series contains at lest 50 observations. |
| missar |
'missar' Substitution of missing values in a time series by conditional exspectations of AR(p) models |
| missls |
'missls' substitutes missing values in a time series using the LS approach with ARMA models |
| moveav |
'moveav' smoothes a time series by moving averages |
| movemed |
'movemed' smoothes a time series by moving medians |
| MUSKRAT |
Annual trade of muskrat pelts |
| NIKKEI |
Daily values of the Japanese stock market index Nikkei 225 between 02.02.2000 and 20.10.2020 |
| outidentify |
'outidentify' performs one iteration of Wei's iterative procedure to identify impact, locations and type of outliers in arma processes |
| OXYGEN |
Amount of an Oxygen isotope |
| pacfmat |
'pacfmat' sequence of partial autocorrelation matrices and related statistics for a multivariate time series |
| PAPER |
Two measurements at a paper machine |
| periodogram |
'periodogram' determines the periodogram of a time series |
| periodotest |
'periodotest' computes the p-value of the test for a hidden periodicity |
| perwinba |
'perwinba' Bartlett-Priestley window for direct spectral estimation |
| perwinda |
'perwinda' Daniell window for direct spectral estimation |
| perwinpa |
'perwinpa' Parzen's window for direct spectral estimation |
| pestep |
'pestep' help function for missar |
| PIGPRICE |
Monthly prices for pigs |
| polymake |
'polymake' generates the coefficients of an AR process given the zeros of the characteristic polynomial. The norm of the roots must be greater than one for stationary processes. |
| PPDEMAND |
Peak power demand in Berlin |
| PRODINDEX |
Production index of manufacturing industries |
| psifair |
'psifair' is a psi-function for robust estimation |
| psihuber |
'psihuber' is a psi-function for robust estimation |
| RAINFALL |
Annual amount of rainfall in Los Angeles |
| REDWINE |
Monthly sales of Australian red wine (1000 l) |
| rlassoHAC |
'rlassoHAC' performs Lasso estimation under heteroscedastic and autocorrelated non-Gaussian disturbances. |
| rlassoLoad |
'rlassoLoad' performs Lasso estimation under heteroscedastic and autocorrelated non-Gaussian disturbances with predefined penalty loadings. |
| robsplinedecomp |
'robsplinedecomp' decomposes a vector into trend, season and irregular component by robustified spline approach; a time series attribute is lost |
| RS |
'RS' rescaled adjusted range statistic |
| SALES |
Monthly sales of a company |
| SCHAUINSLAND |
CO2-Concentration obtained in Schauinsland, Germany |
| simpledecomp |
'simpledecomp' decomposes a vector into trend, season and irregular component by linear regression approach |
| smoothls |
'smoothls' smoothes a time series by Whittaker graduation. The function depends on the package Matrix. |
| smoothrb |
'smoothrb' smoothes a time series robustly by using Huber's psi-function. The initialisation uses a moving median. |
| specest |
'specest' direct spectral estimation of series y using periodogram window win |
| specplot |
'specplot' plot of spectral estimate |
| splinedecomp |
'splinedecomp' decomposes a time series into trend, season and irregular component by spline approach. |
| SPRUCE |
Annual logging of spruce wood. |
| statcheck |
'statcheck' determines the means, standard deviations and acf's of segmets of a time series and plots the acf's for the segments. |
| subsets |
'subsets' determines all subsets of a set of n elements (labelled by 1,2,...,n ). |
| symplot |
'symplot' produces a symmetry plot |
| taper |
'taper' taper modification of a time series |
| TAXES |
Monthly community taxes in Germany (billions EURO) |
| TREERING |
Mean thickness of annual tree rings |
| TREMOR |
Measurements of physiological tremor |
| tsmat |
'tsmat' constructs a (n-p+1,p) matrix from a time series where the first column is the shortened series y[p],...,y[n], the second is y[p-1],...,y[n-1], etc. |
| USAPOP |
Population of USA |
| vartable |
'vartable' determines table of variate differences |
| WHORMONE |
Concentration of growth hormone of a bull |
| wntest |
'wntest' graphical test for white noise for a time series or a series of regression residuals |
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