SDD - Serial Dependence Diagrams.

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Description

Allows for serial dependence diagrams applicable to both linear and nonlinear time series.

Details

Package: SDD
Type: Package
Version: 1.2
Date: 2015-02-24
License: GNU-2

Author(s)

Luca Bagnato, Lucio De Capitani, Angelo Mazza and Antonio Punzo

Maintainer: Angelo Mazza a.mazza@unict.it

References

Bagnato L, De Capitani L, Mazza A, Punzo A (2015). SDD: An R Package for Serial Dependence Diagrams. Journal of Statistical Software, 64(2), 1-19. URL: http://www.jstatsoft.org/v64/c02/

Bagnato L, De Capitani L, Punzo A (2013a). Improving the autodependogram using the Kulback-Leibler divergence. arXiv:1306.5006 [stat.ME], URL: http://arxiv.org/pdf/1306.5006v1.pdf

Bagnato L, De Capitani L, Punzo A (2013b). Testing Serial Independence via Density-Based Measures of Divergence. Methodology and Computing in Applied Probability, 16(3), 627-641.

Bagnato L, De Capitani L, Punzo A (2014). Detecting Serial Dependencies with the Reproducibility Probability Autodependogram. Advances in Statistical Analysis, 98(1), 35-61.

Bagnato L, Punzo A (2010). On the Use of χ^2 Test to Check Serial Independence. Statistica & Applicazioni, VIII(1), 57-74.

Bagnato L, Punzo A (2012). Checking Serial Independence of Residuals from a Nonlinear Model. In W Gaul, A Geyer-Shulz, L Schmidt-Thieme, J Kunze (eds.), Challenges at the Interface of Data Analysis, Computer Science, and Optimization, volume XIV of Studies in Classification, Data Analysis and Knowledge Organization, pp. 203-211. Springer-Verlag, Berlin Heidelberg.

Bagnato L, Punzo A, Nicolis O (2012). The autodependogram: a graphical device to investigate serial dependencies. Journal of Time Series Analysis, 33(2), 233-254.

Bagnato L, Punzo A (2013). Using the Autodependogram in Model Diagnostic Checking. In N Torelli, F Pesarin, A Bar-Hen (eds.), Advances in Theoretical and Applied Statistics, volume XIX of Studies in Theoretical and Applied Statistics, pp. 129-139. Springer-Verlag, Berlin Heidelberg.

See Also

ADF, plot.SDD, SMI

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