CRAN/E | ADTSA

ADTSA

Time Series Analysis

Installation

About

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.

Key Metrics

Version 1.0.1
Published 2024-01-08 100 days ago
Needs compilation? no
License GPL-3
CRAN checks ADTSA results

Downloads

Yesterday 11
Last 7 days 49 -40%
Last 30 days 316 -8%
Last 90 days 1.148 +96%
Last 365 days 1.718

Maintainer

Maintainer

Leila Marvian Mashhad

Leila.marveian@gmail.com

Authors

Hossein Hassani

aut

Masoud Yarmohammadi

aut

Mohammad Reza Yeganegi

aut

Leila Marvian Mashhad

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ADTSA archive