Transform Univariate Time Series


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Documentation for package ‘transx’ version 0.0.1

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demean Removes measure of centrality from the series
demean-demedian Removes measure of centrality from the series
demedian Removes measure of centrality from the series
demode Removes measure of centrality from the series
diffx Compute lagged differnces
diffx-rdiffx-ldiffx Compute lagged differnces
dtrend Deterministic Trend
dtrend_lin Deterministic Trend
dtrend_poly Deterministic Trend
dtrend_quad Deterministic Trend
fill_linear Fill with "linear approximation"
fill_locf Fill with "Last Observation Carried Forward"
fill_nocb Fill with "Next observation carried backwards"
fill_spline Fill with "cubic spline interpolation"
filter_bk Baxter-King Filter
filter_bw Butterworth Filter
filter_cf Christiano-Fitzgerald Filter
filter_hamilton Hamilton Filter
filter_hp Hodrick-Prescot Filter
filter_tr Trigonometric regression Filter
gmean Geometric Mean value
kurtosis Skewness/Kurtosis Value
lagx Compute lagged or leading values
ldiffx Compute lagged differnces
leadx Compute lagged or leading values
leadx-lagx Compute lagged or leading values
modex Mode value
modex_int Mode value
out_iqr Detect outliers with Tukey's method
out_pt Detect outliers with Percentiles
out_score_z Detect outliers with zscore
out_score_zrob Detect outliers Iglewicz and Hoaglin (1993) robust z-score method
out_threshold Detect outliers with upper and lower threshold
out_winsorise Winsorize
out_winsorize Winsorize
pow nth Power Transformation
pow_boxcox Box-Cox Transformations
pow_manly Manly(1971) Transformations
pow_tukey Tukey Transformations Transformations
pow_yj Yeo and Johnson(2000) Transformations
rdiffx Compute lagged differnces
rebase Change the base year
rebase_origin Change the base year
root nth Root Transformation
root_cubic nth Root Transformation
root_sq nth Root Transformation
scale_minmax Rescale
scale_range Rescale
scale_unit_len Rescale
score Score transformation
score_chisq Score transformation
score_mad Score transformation
score_t Score transformation
score_z Score transformation
select_lambda Selecting lambda
skewness Skewness/Kurtosis Value
std Standarization
std_mean Standarization
std_median Standarization