Package: actfts
Type: Package
Title: Autocorrelation Tools Featured for Time Series
Version: 0.3.0
Authors@R: c(
    person(given = "David",
           family = "Rodríguez",
           role = c("aut","cph"),
           email = "davestss@hotmail.com",
           comment = c(ORCID = "0000-0001-5430-0787")),
    person(given = "Sergio",
           family = "Sierra",
           role = c("aut","cre"),
           email = "sergiochess95@gmail.com",
           comment = c(ORCID = "0000-0003-4055-8810")))
Maintainer: Sergio Sierra <sergiochess95@gmail.com>
Description: 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>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports: openxlsx, plotly, reactable, tseries, xts, stats, forecast,
        lifecycle
RoxygenNote: 7.3.2
Depends: R (>= 2.10)
URL: https://github.com/SergioFinances/actfts,
        https://sergiofinances.github.io/actfts/
BugReports: https://github.com/SergioFinances/actfts/issues
Suggests: dplyr, knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
Config/pak/sysreqs: cmake make libicu-dev libuv1-dev libssl-dev
Repository: https://sergiofinances.r-universe.dev
Date/Publication: 2025-03-04 18:21:36 UTC
RemoteUrl: https://github.com/sergiofinances/actfts
RemoteRef: HEAD
RemoteSha: 665ee138a3f610d8b91c24553aea012afb0e16e6
NeedsCompilation: no
Packaged: 2026-10-10 15:59:12 UTC; root
Author: David Rodríguez [aut, cph] (ORCID:
    <https://orcid.org/0000-0001-5430-0787>),
  Sergio Sierra [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-4055-8810>)