Package: actfts 0.3.0

actfts: Autocorrelation Tools Featured for Time Series

The 'actfts' package provides tools for performing autocorrelation analysis of time series data. It includes functions to compute and visualize the autocorrelation function (ACF) and the partial autocorrelation function (PACF). Additionally, it performs the Dickey-Fuller, KPSS, and Phillips-Perron unit root tests to assess the stationarity of time series. Theoretical foundations are based on Box and Cox (1964) <doi:10.1111/j.2517-6161.1964.tb00553.x>, Box and Jenkins (1976) <isbn:978-0-8162-1234-2>, and Box and Pierce (1970) <doi:10.1080/01621459.1970.10481180>. Statistical methods are also drawn from Kolmogorov (1933) <doi:10.1007/BF00993594>, Kwiatkowski et al. (1992) <doi:10.1016/0304-4076(92)90104-Y>, and Ljung and Box (1978) <doi:10.1093/biomet/65.2.297>. The package integrates functions from 'forecast' (Hyndman & Khandakar, 2008) <https://CRAN.R-project.org/package=forecast>, 'tseries' (Trapletti & Hornik, 2020) <https://CRAN.R-project.org/package=tseries>, 'xts' (Ryan & Ulrich, 2020) <https://CRAN.R-project.org/package=xts>, and 'stats' (R Core Team, 2023) <https://stat.ethz.ch/R-manual/R-devel/library/stats/html/00Index.html>. Additionally, it provides visualization tools via 'plotly' (Sievert, 2020) <https://CRAN.R-project.org/package=plotly> and 'reactable' (Glaz, 2023) <https://CRAN.R-project.org/package=reactable>. The package also incorporates macroeconomic datasets from the U.S. Bureau of Economic Analysis: Disposable Personal Income (DPI) <https://fred.stlouisfed.org/series/DPI>, Gross Domestic Product (GDP) <https://fred.stlouisfed.org/series/GDP>, and Personal Consumption Expenditures (PCEC) <https://fred.stlouisfed.org/series/PCEC>.

Authors:David Rodríguez [aut, cph], Sergio Sierra [aut, cre]

actfts_0.3.0.tar.gz
actfts_0.3.0.zip(r-4.5)actfts_0.3.0.zip(r-4.4)actfts_0.3.0.zip(r-4.3)
actfts_0.3.0.tgz(r-4.5-any)actfts_0.3.0.tgz(r-4.4-any)actfts_0.3.0.tgz(r-4.3-any)
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actfts.pdf |actfts.html
actfts/json (API)
NEWS

# Install 'actfts' in R:
install.packages('actfts', repos = c('https://sergiofinances.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/sergiofinances/actfts/issues

Pkgdown site:https://sergiofinances.github.io

Datasets:
  • DPIEEUU - Gross Domestic Product of the United States.
  • GDPEEUU - Gross Domestic Product of the United States.
  • PCECEEUU - Personal Consumption Expenditures of the United States.

On CRAN:

Conda:

4.74 score 1 stars 1 exports 87 dependencies

Last updated 11 days agofrom:665ee138a3. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 07 2025
R-4.5-winOKMar 07 2025
R-4.5-macOKMar 07 2025
R-4.5-linuxOKMar 07 2025
R-4.4-winOKMar 07 2025
R-4.4-macOKMar 07 2025
R-4.4-linuxOKMar 07 2025
R-4.3-winOKMar 07 2025
R-4.3-macOKMar 07 2025

Exports:acfinter

Dependencies:askpassbase64encbslibcachemclicolorspacecpp11crosstalkcurldata.tabledigestdplyrevaluatefansifarverfastmapfontawesomeforecastfracdifffsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttrisobandjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelmtestmagrittrMASSMatrixmemoisemgcvmimemunsellnlmennetopensslopenxlsxpillarpkgconfigplotlypromisespurrrquadprogquantmodR6rappdirsRColorBrewerRcppRcppArmadilloreactablereactRrlangrmarkdownsassscalesstringistringrsystibbletidyrtidyselecttimeDatetinytextseriesTTRurcautf8vctrsviridisLitewithrxfunxtsyamlzipzoo

actfts

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Last update: 2025-03-03
Started: 2024-08-21