TSA

Theoretical spectral density function of a stationary ARMA model

Determine the power transformation for serially correlated data

Daily CREF Values

Quarterly earnings per share for the Johnson \& Johnson Company

Keenan's one-degree test for nonlinearity

Portmanteau Tests for Fitted ARIMA models

McLeod-Li test

Quarterly Standard \& Poor's Composite Index of stock price values / time series

Time Series Analysis

Tsay's Test for nonlinearity

Auto- and Cross- Covariance and -Correlation Function Estimation

Monthly Airline Passenger-Miles in the US

Monthly total international airline passengers

A simulated AR(1) series

A simulated AR(1) series

Asimulated AR(2) series / time series

Fitting an ARIMA model with Exogeneous Variables

Compute the Bootstrap Estimates of an ARIMA Model

Fitting an ARIMA model with Exogeneous Variables

A Simulated ARMA(1,1) Series/ time series

Selection of Subset ARMA Models

Monthly beer sales / time series

Blue Bird Potato Chip Data

Bluebird Lite potato chip data

Monthly public transit boardings and gasoline price in Denver

Levels of Carbon Dioxide at Alert, Canada / Time series

Color property/time series

Daily CREF Bond Values

Number of days between payment to Winegard Corp. / time series

Deviations of an industrial process at Deere \& Co. – Series 1

Deviations of an industrial process at Deere \& Co. – Series 2

Deviations of an industrial process at Deere \& Co. – Series 3

Additive Outlier Detection

Innovative Outlier Detection

Compute the sample extended acf (ESACF)

EEG Data

Monthly US electricity production / time series

A digitized sound file of a B flat played on a euphonium

A simulated explosive AR(1) series

Fitted values of an arima model.

Monthly River Flow for the Iowa River

Generalized Portmanteau Tests for GARCH Models

Simulate a GARCH process

Gold Price / time series

Daily returns of the google stock

Canadian hare data/ time series

Construct harmonic functions for fitting harmonic trend model

Average hours worked in US manufacturing sector / time series

Simulated IMA(2,2) series / time series

Kurtosis

Lagged Regression Plot

Annual rainfall in Los Angeles / time series

A simulated MA(1) series / time series

A simulated MA(1) series / time series

A simulated MA(2) series

Monthly Milk Production

Monthly Oil Price / time series

Monthly sales to dealers of a specialty oil filter/time series

Computing the periodogram

Compute and Plot the Forecasts Based on a Fitted Time Series Model

Plot the Best Subset ARMA models

Plot1

Prediction based on a fitted TAR model

Cost per prescription / time series

Prewhiten a Bivariate Time Series, and Compute and Plot Their Sample Cross-Correlation Function

Prey series / time series

Simulate a first-order quadratic AR model

U.K. retail sales / time series

The distance of a robot from a desired position / time series

Compute the Standardized Residuals from a Fitted ARIMA Model

Runs test

A simulated random walk / Time series

Extract the season info from a time series

Skewness

Computing the spectrum

Relative annual sunspot number / time series

Annual international sunspot numbers

Star Brightness

Summary of output from the armasubsets function

Estimation of a TAR model

Simulate a two-regime TAR model

Find the asympotitc behavior of the skeleton of a TAR model

A digitized sound file of a B flat played on a tenor trombone

Monthly average temperature in Dubuque/time series

Likelihood ratio test for threshold nonlinearity

Model Diagnostics for a Fitted ARIMAX Model

Model diagnostics for a fitted TAR model

A digitized sound file of a B flat played on a BB flat tuba

Annual sales of certain large equipment

Daily US Dollar to Hong Kong Dollar Exchange Rates

An experimental prey-predator time series

Average hourly wages in the apparel industry / time series

Monthly unit sales of recreational vehicles / time series

Compute the lag of a vector.