ACCIDENT                Monthly numbers of road traffic accidents with
                        personal injury in BRD
ALCINCOME               Alcohol Demand, UK, 1870-1938.
BEER                    Monthly beer production in Australia:
                        megalitres. Includes ale and stout. Does not
                        include beverages with alcohol percentage less
                        than 1.15.
BLACKOUT                Weekly number of births in New York
BoxCox                  'BoxCox' determines the power of a Box-Cox
                        transformation to stabilize the variance of a
                        time series
COFFEE                  U.S. annual coffee consumption
DAX                     Market value of DAX
DIABETES                Incidences of insulin-dependent diabetes
                        mellitus
DOMINANCE               Running yield of public bonds in Austria and
                        Germany
ENGINES                 ENGINES is an alias for MACHINES
FINANCE                 Portfolio-Insurance-Strategies
GDP                     Germany's gross domestic product adjusted for
                        price changes
GDPORIG                 Germany's gross domestic product, values of
                        Laspeyres index to base 2000
Grangercaus             'Grangercaus' determines three values of BIC
                        from a twodimensional VAR process
HAC                     HAC Covariance Matrix Estimation 'HAC' computes
                        the central quantity (the meat) in the HAC
                        covariance matrix estimator, also called
                        sandwich estimator. HAC is the abbreviation for
                        "heteroskedasticity and autocorrelation
                        consistent".
HEARTBEAT               Cardiac frequency of a patient
HSV                     HSV's position in the first German soccer
                        league
IBM                     IBM's stock price
ICECREAM                Temperature and consumption of ice cream
INORDER                 Income orders of a company
L921                    Subsoil water level and precipitation at pilot
                        well L921
LITH                    Daily subsoil water level and precipitation at
                        pilot well Lith
LUHORMONE               Level of Luteinzing hormone of a cow
LYNX                    Annual lynx trappings in a region of North-West
                        Canada. Taken from Andrews and Herzberg (1985).
LYNXHARE                Size of populations of lynxes and snow hares
LjungBoxPierceTest      'LjungBoxPierceTest' determines the test
                        statistic and p values for several lags for a
                        residual series
MACHINES                Number of incoming orders for machines
MAUNALOA                Atmospheric CO2 concentrations (ppmv) derived
                        from in situ air samples collected at Mauna Loa
                        Observatory, Hawaii
MDAX                    Stock market price of MDAX
MELANOM                 Melanoma incidence in Connecticut
MUSKRAT                 Annual trade of muskrat pelts
NIKKEI                  Daily values of the Japanese stock market index
                        Nikkei 225 between 02.02.2000 and 20.10.2020
OXYGEN                  Amount of an Oxygen isotope
PAPER                   Two measurements at a paper machine
PIGPRICE                Monthly prices for pigs
PPDEMAND                Peak power demand in Berlin
PRODINDEX               Production index of manufacturing industries
RAINFALL                Annual amount of rainfall in Los Angeles
REDWINE                 Monthly sales of Australian red wine (1000 l)
RS                      'RS' rescaled adjusted range statistic
SALES                   Monthly sales of a company
SCHAUINSLAND            CO2-Concentration obtained in Schauinsland,
                        Germany
SPRUCE                  Annual logging of spruce wood.
TAXES                   Monthly community taxes in Germany (billions
                        EURO)
TREERING                Mean thickness of annual tree rings
TREMOR                  Measurements of physiological tremor
USAPOP                  Population of USA
WHORMONE                Concentration of growth hormone of a bull
acfmat                  'acfmat' computes a sequence of autocorrelation
                        matrices for a multivariate time series
acfpacf                 'acfpacf' produces a plot of the acf and the
                        pacf of a time series
armathspec              'armathspec' determines the theoretical
                        spectrum of an arma process
aspectratio             'aspectratio' determines the aspect ratio to
                        plot a time series
bandfilt                'bandfilt' does a bandpass filtering of a time
                        series
bispeces                'bispeces' performs indirect bivariate spectral
                        estimation of two series y1, y2 using
                        lagwindows
dynspecest              'dynspecest' performs a dynamic spectrum
                        estimation
init_values             'init_values' is an auxiliary function for
                        rlassoHAC, for fitting linear models with the
                        method of least squares where only the
                        variables in X with highest correlations are
                        considered; taken from package hdm.
interpol                'interpol' help function for missls
kweightsHAC             'kweightsHAC' help function for HAC
lagwinba                'lagwinba' Bartlett's Lag-window for indirect
                        spectrum estimation
lagwinpa                'lagwinpa' Parzen's Lag-window for indirect
                        spectrum estimation
lagwintu                'lagwintu' Tukey's Lag-window for indirect
                        spectrum estimation
lambdaCalculationHAC    'lambdaCalculationHAC' is an auxiliary function
                        for rlassoHAC; it calculates the penalty
                        parameters.
lambdaCalculationLoad   'lambdaCalculationLoad' is an auxiliary
                        function for rlassoLoad; it calculates the
                        penalty parameters with predefined loadings.
ldrec                   'ldrec' does Levinson-Durbin recursion for
                        determing all coefficients a(i,j)
mfraccheck              multifractal check 'mfraccheck' computes the
                        absolute empirical moments of the differenced
                        series for various lags and moment orders. E.g.
                        for lag = 3 and moment order = 1 the average
                        absolute value of the differences with lag 3
                        will be computed. By default, the maximum lag
                        is determined so that the differenced series
                        contains at lest 50 observations.
missar                  'missar' Substitution of missing values in a
                        time series by conditional exspectations of
                        AR(p) models
missls                  'missls' substitutes missing values in a time
                        series using the LS approach with ARMA models
moveav                  'moveav' smoothes a time series by moving
                        averages
movemed                 'movemed' smoothes a time series by moving
                        medians
outidentify             'outidentify' performs one iteration of Wei's
                        iterative procedure to identify impact,
                        locations and type of outliers in arma
                        processes
pacfmat                 'pacfmat' sequence of partial autocorrelation
                        matrices and related statistics for a
                        multivariate time series
periodogram             'periodogram' determines the periodogram of a
                        time series
periodotest             'periodotest' computes the p-value of the test
                        for a hidden periodicity
perwinba                'perwinba' Bartlett-Priestley window for direct
                        spectral estimation
perwinda                'perwinda' Daniell window for direct spectral
                        estimation
perwinpa                'perwinpa' Parzen's window for direct spectral
                        estimation
pestep                  'pestep' help function for missar
polymake                'polymake' generates the coefficients of an AR
                        process given the zeros of the characteristic
                        polynomial. The norm of the roots must be
                        greater than one for stationary processes.
psifair                 'psifair' is a psi-function for robust
                        estimation
psihuber                'psihuber' is a psi-function for robust
                        estimation
rlassoHAC               'rlassoHAC' performs Lasso estimation under
                        heteroscedastic and autocorrelated non-Gaussian
                        disturbances.
rlassoLoad              'rlassoLoad' performs Lasso estimation under
                        heteroscedastic and autocorrelated non-Gaussian
                        disturbances with predefined penalty loadings.
robsplinedecomp         'robsplinedecomp' decomposes a vector into
                        trend, season and irregular component by
                        robustified spline approach; a time series
                        attribute is lost
simpledecomp            'simpledecomp' decomposes a vector into trend,
                        season and irregular component by linear
                        regression approach
smoothls                'smoothls' smoothes a time series by Whittaker
                        graduation.  The function depends on the
                        package Matrix.
smoothrb                'smoothrb' smoothes a time series robustly by
                        using Huber's psi-function.  The initialisation
                        uses a moving median.
specest                 'specest' direct spectral estimation of series
                        y using periodogram window win
specplot                'specplot' plot of spectral estimate
splinedecomp            'splinedecomp' decomposes a time series into
                        trend, season and irregular component by spline
                        approach.
statcheck               'statcheck' determines the means, standard
                        deviations and acf's of segmets of a time
                        series and plots the acf's for the segments.
subsets                 'subsets' determines all subsets of a set of n
                        elements (labelled by 1,2,...,n ).
symplot                 'symplot' produces a symmetry plot
taper                   'taper' taper modification of a time series
tsmat                   'tsmat' constructs a (n-p+1,p) matrix from a
                        time series where the first column is the
                        shortened series y[p],...,y[n], the second is
                        y[p-1],...,y[n-1], etc.
vartable                'vartable' determines table of variate
                        differences
wntest                  'wntest' graphical test for white noise for a
                        time series or a series of regression residuals
