actfts
0.3.0Autocorrelation 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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 60%
Downloads
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Dependencies
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Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.3.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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