Autocorrelation Tools Featured for Time Series
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 5 (1 internal)includes a package overview page
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 60%
Downloads
Repository
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Checks run against github.com/sergiofinances/actfts on 2026-10-21.
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Dependencies
Installing actfts adds 81 packages (48 with compiled code, 73 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.3.0Latest2025-03-06 · current release
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2025-03-06
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 10 KB / 3 files
- Download size
- 1.2 MB
Cite
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