Other packages > Find by keyword >

actfts  

Autocorrelation Tools Featured for Time Series
View on CRAN: Click here


Download and install actfts package within the R console
Install from CRAN:
install.packages("actfts")

Install from Github:
library("remotes")
install_github("cran/actfts")

Install by package version:
library("remotes")
install_version("actfts", "0.3.0")



Attach the package and use:
library("actfts")
Maintained by
Sergio Sierra
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-03-06
Latest Update: 2025-03-06
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>.
How to cite:
Sergio Sierra (2025). actfts: Autocorrelation Tools Featured for Time Series. R package version 0.3.0, https://cran.r-project.org/web/packages/actfts. Accessed 06 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited actfts R package
View actfts citation profile
Other R packages that actfts depends, imports, suggests or enhances
Complete documentation for actfts
Functions, R codes and Examples using the actfts R package
Full actfts package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA