Functional Time Series Analysis

Functions for visualizing, modeling, forecasting and hypothesis testing of functional 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("ftsa")

6.8 by Han Lin Shang, 7 days ago


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


Authors: Rob Hyndman [aut] , Han Lin Shang [aut, cre, cph] (ORCID:


Documentation:   PDF Manual  


GPL-3 license


Imports colorspace, MASS, pcaPP, fda, pdfCluster, ecp, strucchange, e1071, psych, fGarch, KernSmooth, vars, boot, fdapace, LaplacesDemon, evgam, ROOPSD, glue, methods, longmemo

Depends on forecast, rainbow, fds, sde

Suggests R2jags, meboot


Imported by RcmdrPlugin.RiskDemo, Rothermel, demography, fChange, wwntests.

Depended on by hdftsa.


See at CRAN