actfts: Autocorrelation Tools Featured for Time Series

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>.

Version: 0.3.0
Depends: R (≥ 2.10)
Imports: openxlsx, plotly, reactable, tseries, xts, stats, forecast, lifecycle
Suggests: dplyr, knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-03-06
DOI: 10.32614/CRAN.package.actfts
Author: David Rodríguez ORCID iD [aut, cph], Sergio Sierra ORCID iD [aut, cre]
Maintainer: Sergio Sierra <sergiochess95 at gmail.com>
BugReports: https://github.com/SergioFinances/actfts/issues
License: MIT + file LICENSE
URL: https://github.com/SergioFinances/actfts, https://sergiofinances.github.io/actfts/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: actfts results

Documentation:

Reference manual: actfts.pdf
Vignettes: actfts (source, R code)

Downloads:

Package source: actfts_0.3.0.tar.gz
Windows binaries: r-devel: actfts_0.3.0.zip, r-release: actfts_0.3.0.zip, r-oldrel: actfts_0.3.0.zip
macOS binaries: r-devel (arm64): actfts_0.3.0.tgz, r-release (arm64): actfts_0.3.0.tgz, r-oldrel (arm64): actfts_0.3.0.tgz, r-devel (x86_64): actfts_0.3.0.tgz, r-release (x86_64): actfts_0.3.0.tgz, r-oldrel (x86_64): actfts_0.3.0.tgz

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