ADTSA: 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.

Version: 1.0.1
Published: 2024-01-08
Author: Hossein Hassani [aut], Masoud Yarmohammadi [aut], Mohammad Reza Yeganegi [aut], Leila Marvian Mashhad [aut, cre]
Maintainer: Leila Marvian Mashhad <Leila.marveian at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: ADTSA results

Documentation:

Reference manual: ADTSA.pdf

Downloads:

Package source: ADTSA_1.0.1.tar.gz
Windows binaries: r-prerel: ADTSA_1.0.1.zip, r-release: ADTSA_1.0.1.zip, r-oldrel: ADTSA_1.0.1.zip
macOS binaries: r-prerel (arm64): ADTSA_1.0.1.tgz, r-release (arm64): ADTSA_1.0.1.tgz, r-oldrel (arm64): ADTSA_1.0.1.tgz, r-prerel (x86_64): ADTSA_1.0.1.tgz, r-release (x86_64): ADTSA_1.0.1.tgz
Old sources: ADTSA archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ADTSA to link to this page.