Time Series Analysis

Analyzes autocorrelation and partial autocorrelation using surrogate methods and bootstrapping, and computes the acceleration constants for the vectorized moving block bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated intervals and estimates partial autocorrelations using Durbin-Levinson. This package calculates the autocorrelation power spectrum, computes cross-correlations between two time series, computes bandwidth for any time series, and performs autocorrelation frequency analysis. It also calculates the periodicity of a time series.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ADTSA")

1.0.1 by Leila Marvian Mashhad, 3 years ago


Browse source code at https://github.com/cran/ADTSA


Authors: Hossein Hassani [aut] , Masoud Yarmohammadi [aut] , Mohammad Reza Yeganegi [aut] , Leila Marvian Mashhad [aut, cre]


Documentation:   PDF Manual  


GPL-3 license



See at CRAN