CRAN
aTSA 3.1.2
Alternative Time Series Analysis
Released Jul 8, 2015 by Debin Qiu
This package can be loaded by Renjin but 2 out 18 tests failed.
Contains some tools for testing, analyzing time series data and fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also provide nice and clear outputs like SAS does, such as identify, estimate and forecast, which are the same statements in PROC ARIMA in SAS.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>aTSA</artifactId>
<version>3.1.2-b41</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:aTSA')
Test Results
This package was last tested against Renjin 0.9.2709 on Nov 8, 2018.
- Holt-examples
- MA-examples
- Winters-examples
- accurate-examples
- adf.test-examples
- arch.test-examples
- coint.test-examples
- ecm-examples
- estimate-examples
- expsmooth-examples
- forecast-examples
- identify-examples
- kpss.test-examples
- pp.test-examples
- stationary.test-examples
- stepar-examples
- trend.test-examples
- ts.diag-examples