Time Series Exploration, Modelling and Forecasting


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Documentation for package ‘tsutils’ version 0.9.5

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abc ABC analysis
abcxyz ABC-XYZ visualisation
cmav Centred moving average
colour.blend Opaque colour blending
colWins Winsorise
coxstuart Cox-Stuart test
decomp Classical time series decomposition
forecast.theta Theta method
gdpchain Hierarchy of US real GDP in chained dollars
geomean Geometric mean
getOptK Optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1)
lagmatrix Create lead/lags of a variable
lambdaseq Generate sequence of lambda for LASSO regression
leadtrail Remove leading/training zeros/NAs
nemenyi Nonparametric multiple comparisons (Nemenyi test)
nemenyi.sens Sensitivity of the Nemenyi test to the confidence level
plot.abc ABC analysis
plot.theta Theta method
plotS Plot hierarchy
plotSblock Plot hierarchy as blocks
plotSthief Plot temporal hierarchy
plotStree Plot hierarchy as a tree
plotThief Plot temporal hierarchy
referrals NHS A&E Referrals
residout Residuals control chart
rowWins Winsorise
Saugment Augment hierarchy with discrepancy series
seasdummy Create seasonal dummy variables.
seasplot Seasonal plots with simplistic trend/season tests
seastest Seasonality test
Sgroup Grouped hierarchy S matrix from dimensions
Smean Mean aggregation S matrix
Sthief Temporal hierarchy S matrix
theta Theta method
theta.thief Theta method
trendtest Test a time series for trend
tsutils tsutils: Time Series Exploration, Modelling and Forecasting
wins Winsorise
xyz XYZ analysis