Time Series Methods


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Documentation for package ‘tsmethods’ version 1.0.2

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distribution_list Multiple Distributions
ensemble_modelspec Ensemble specification
estimate Model Estimation
estimate_ad Estimation method using AD
halflife Half Life
pit Probability Integral Transform (PIT)
plot.tsmodel.distribution Plots of predictive distributions
plot.tsmodel.predict Plots of predictive distributions
tsaggregate Time Series Aggregation
tsbacktest Time Series Model Backtesting
tsbenchmark Time Series Model Benchmarking
tscalibrate Prediction Calibration method
tscokurt Co-Kurtosis
tsconvert Conversion method from one object to another
tsconvert.tsmodel.distribution Convert a distribution object to a long form data.table
tsconvert.tsmodel.distribution_list Convert a distribution object to a long form data.table
tsconvolve Convolution of Distributions
tscor Correlation matrix.
tscoskew Co-Skewness
tscov Covariance matrix.
tsdecompose Time Series Model Decomposition
tsdiagnose Extract diagnostic model information
tsensemble Ensembles predictions using their posterior predictive or simulated distribution
tsensemble.ensemble.spec Ensembles predictions using their posterior predictive or simulated distribution
tsequation Model Equation Extractor
tsfilter Online Time Series Filter
tsgrowth Growth Calculation
tsgrowth.tsmodel.predict Growth Calculation
tsmetrics Time Series Performance Metrics Method
tsmodel.distribution Plots of predictive distributions
tsmodel.predict Plots of predictive distributions
tsmoments Analytic Moments
tsprofile Profile a time series model
tsreport Report Method
tsspec Extract specification object from estimation object
unconditional Unconditional Value