RTseries R Functions for Time Series Analysis


R has a rich collection of functions for doing time series analysis. For the beginner, however, the functions can be difficult to use. I have written a collection of R functions to better integrate the R analytical and graphical tools and provide a simpler interface for doing Box-Jenkins type ARMA/ARIMA modeling and analysis. There are also some routines for intervention analysis and transfer function modeling. In addition I have written some functions that use simulation to help students and more experienced analysts get a better understanding of the behavior of ARMA models. These functions are collected in the R package RTSERIES.

Click to download the package in the form of a .gz file that can be loaded into R or RStudio in any platform where R can run. RTSERIES download.

Click to download a copy of the RTseries vignette.

Click to download a file containing a number of examples that can be used with RTseries RTSERIES workshop file.


Click here to go to W.Q. Meeker's homepage.