Alternative Time Series Analysis
Accurate Computation
Augmented Dickey-Fuller Test
ARCH Engle's Test for Residual Heteroscedasticity
Alternative Time Series Analysis
Cointegration Test
Error Correction Model
Estimate an ARIMA Model
Simple Exponential Smoothing
Forecast From ARIMA Fits
Holt's Two-parameter Exponential Smoothing
Identify a Time Series Model
Kwiatkowski-Phillips-Schmidt-Shin Test
Moving Average Filter
Phillips-Perron Test
Stationary Test for Univariate Time Series
Stepwise Autoregressive Model
Trend Test
Diagnostics for ARIMA fits
Winters Three-parameter Smoothing
Contains some tools for testing, analyzing time series data and fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also provide nice and clear outputs like SAS does, such as identify, estimate and forecast, which are the same statements in PROC ARIMA in SAS.