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shapiro.test

Test for normality

ks.test

Test for specified distribution

punitroot

Computes the cumulative probability of MacKinnon’s unit root tes statistic

Decomposition

decompose()

Decompoes the series into seasonal, trend and irregular components using moving averages

filter()

Applies a linear filter to a series

stl()

Decomposes the series into seasonal, trend and irregular components using loess methods

Models

ar()

Fits an autoregressive model

ma()

Fits a simple moving average model

arima()

Fits an arima model with specified parameters

auto.arima()

Automatically fits an arima model

ets()

Fits an exponential smoothing model

HoltWinters()

Computes Holt-Winters Filtering of a given time series

forcast(model, n)

Forecasts the next n points from the time series model

Utility

index()

Returns the index (dates) of the time series

coredata()

Returns a matrix of data from the time series sans index

lag(ts, n)

Returns the time series shifted n times

diff(ts, n)

Returns the time series differences n times

acf() or Acf()

Returns the autocorrelation function of the time series (Acf() from the forecast package)

pacf() or Pacf()

Returns the partial autocorrelation function of the time series (Pacf() from the

forecast package)

ndiff()

Returns the number of differences needed for a time series to have stationarity

accuracy()

Computes the accuracy of a time series model

Quandl

The Quandl package enables Quandl

API

access from

Quandl is a search engine for numerical data, alowing easy

access to financial, social, and demographic data from

within R which makes acquiring and manipulating

hundreds of sources.

numerical data as quick and easy as possible. In your

first Quandl function call you should specifiy your

authtoken (found on Quandl’s website after signing up)

to avoid certain API call limits.

See

for more.

Quandl.auth(“AUTHETICATION_TOKEN”)

Call this first to increase your daily limit

Quandl(“QUANDL/CODE”)

Download Quandl data for a certain Quandl code as a data frame

Quandl.search(“query”)

Search Quandl. Prints first three outputs to screen, returns all in a list.

R Cheat Sheets Page 3

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