Exploratory and Diagnostic Tools for Time Series and Forecasts

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Documentation for package ‘tsexplorer’ version 0.1.0

Help Pages

adfcritical Approximate p-values of Dickey-Fuller statistics
adftest Augmented Dickey-Fuller unit root tests
airpas Airline passengers
as_tsx_matrix Convert input data to the matrix format used by tsexplorer
electricity Electricity data
faccuracy Forecast accuracy measures
fcompare Forecast comparison tests
fplot Plot of actual values and forecasts
furnace Gas furnace data
gaselec Gas and electricity data
gausstest Gaussianity tests
johansentest Johansen cointegration tests
lydia_pinkham Lydia Pinkham advertising and sales
meda Median absolute deviation with respect to the median
nile Nile river flow
nltests Non-linearity tests based on squares
plot.tsx_vident2 Multivariate sample autocorrelation functions
plotband Time series plot with confidence bands
scc SCC data
stdmean Standard deviation - mean plots
steel Steel data
sumstats Summary descriptive statistics
testhet Heteroskedasticity tests
toolforecast Interactive forecasting tool
tooltest Interactive test tool
tooltest_defaults Default options of the tools of tooltest()
unemployment Unemployment data
usgdp US GDP
varsbc Information criteria of AR and VAR models
varsbc2 Non-linearity test based on the Schwarz criterion of squares
varspectrum Autoregressive spectrum
vbds BDS test of independence
vboxcox Box-Cox transformation
vboxplot Box plot of a time series by groups of 's' consecutive observations
vcumperiod Cumulative periodogram
vcusum CUSUM and CUSUM of squares tests
vdif Differencing of a vector of time series
vgranger Granger causality tests
vhist Histogram with gaussian and non-parametric density estimates
victims Road casualties
vident Sample autocorrelation and partial autocorrelation functions
vident2 Multivariate sample autocorrelation functions
vphillips Phillips-Perron unit root tests
vqqplot Normal QQ plot
vscatter Scatter plots
vspectrum Spectrum, cross spectrum, gains and coherence
vtboxplot Transpose box plot of a time series
vtsay Tsay (1986) non-linearity test