CPIEurope200015         Price Indexes EUUS
ClusKur                 Cluster Identification Procedure using
                        Projections on Directions of Extreme Kurtosis
                        Coefficient
DLdata                  Create an input data matrix for a Deep learning
                        program that uses time series data.
FREDMDApril19           Federal Reserve Bank at St Louis.
GCCclus                 Clustering of Time Series Using the Generalized
                        Cross Correlation Measure of Linear dependency
GCCmatrix               Generalized Cross-Correlation Matrix
Lambda.sel              Select the Penalty Parameter of LASSO-type
                        Linear Regression
PElectricity1344        Electricity Prices in New England and USA
SelectedSeries          Identified the Series with the Given Order
Stockindexes99world     World Stock Indexes
SummaryModel            Collects All Models Specified by "arimaSpec"
SummaryOutliers         Summary Outliers
Summaryccm              Summary Statistics of Cross-Correlation
                        Matrices
TaiwanAirBox032017      Hourly PM25 Measurements from Air-Box Devices
                        in Taiwan
TaiwanPM25              Hourly PM25 Measurements in Taiwan
UMEdata20002018         Quarterly Economic Series of the European
                        Monetary Union
arimaID                 Automatic Modeling of a Scalar Time Series
arimaSpec               Automatic Modeling of a Scalar Non-Seasonal
                        Time Series
chksea                  Check the Seasonality of Each Component of a
                        Multiple Time Series
chktrans                Check for Possible Non-linear Transformations
                        of a Multiple Time Series
clothing                Cloth sales in China
dfmpc                   Dynamic Factor Model by Principal Components
draw.coef               Random Draw of Coefficients for AR Models and
                        MA Models
edqplot                 Plot the Observed Time Series and Selected EDQs
                        (Empirical Dynamic Quantiles)
edqts                   Empirical Dynamic Quantile for Visualization of
                        High-Dimensional Time Series
gap.clus                Gap statistics
gdpsimple6c8018         Growth of GDP in 6 Countries
i.plot                  Plot a Selected Time Series Using Quantile as
                        the Background
i.qplot                 Plot the Closest Series to a Given Timewise
                        Quantile Series
i.qrank                 Rank Individual Time Series According to a
                        Given Timewise Quantile Series
locations032017         Locations of Air-Box Devices in Taiwan
mdec1to5                Monthly Simple Returns of United States Market
                        Portfolios.
mexpimpcnus             Monthly Exports and Imports of China and United
                        States.
mts.plot                Plot Multiple Time Series in One Frame
mts.qplot               Plot Timewise Quantiles in One Frame
outlier.plot            Find Outliers Using an Upper and a Lower
                        Timewise Quantile Series
outlierLasso            Outliers LASSO
outliers.hdts           Multivariate Outlier Detection
quantileBox             Quantile Boxplot
rnnStream               Setup the Input and Output for a Recurrent
                        Neural Network
sSelectedSeries         Selected Seasonal Time Series
sSummaryModel           Collects All Models Specified by "sarimaSpec"
sarimaSpec              Automatic Modeling of a Scalar Seasonal Time
                        Series
scatterACF              Scatterplot of Two Selected-lag Autocorrelation
                        Functions
silh.clus               Find the Number of Clusters by the Standard
                        Silhouette Statistics
sim.urarima             Generate Unit-root ARIMA Possibly Seasonal Time
                        Series
stepp                   Stepp
temperatures            World Temperatures
ts.box                  Boxplots of the Medians of Subperiods
tsBoost                 Boosting with Simple Linear Regression
