Skip to content

actfts

0.3.0

Autocorrelation Tools Featured for Time Series

0packages depend
2.9Kdownloads / year
65.9%test coverage
13/13checks pass

Overview

About
Maintained by Sergio SierraFirst published 2025-03-061 releasesCRAN page ↗GitHub ↗

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.

Latest changes · 0.3.0

Install

Health

CRAN checks
13OK
Slowest check: 2.6 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.18
65.9%
Coverage · measured lines
100%
Documentation · exports
8
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 205 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
60%

Downloads

2.9K
CRAN downloads in the past year
Rank #14,981 · ~8/day · ~240/mo
Daily download trend is not available in this view yet.
19030 days
69490 days
2.9K1 year
Compare downloads with other packages →
Also on124 r2u22 autocran

Repository

Repository
1Stars
1Forks
0Open issues
0Open PRs
0Releases
97Commits
2Contributors
97 commits · Last activity 2025-03-04

Stars over time

2024-08-23 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

6 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/sergiofinances/actfts on 2026-08-16.

Continuous integration (1)
GitHub Actions
Reproducibility and dev environment (1)
data-raw/
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Docs source (1)
README.Rmd
Show all practices
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
11 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.10
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Author, Copyright holder
Copyright holders (1)
Author, Copyright holder
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.3.0Latest
    2026-03-10 · current release
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("actfts")
Sierra, S., & Rodríguez, D. (2025). actfts: Autocorrelation Tools Featured for Time Series (Version 0.3.0) [Computer software]. https://doi.org/10.32614/CRAN.package.actfts

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for actfts version 0.3.0 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy