Man pages for aTSA
Alternative Time Series Analysis
| accurate | Accurate Computation |
| adf.test | Augmented Dickey-Fuller Test |
| arch.test | ARCH Engle's Test for Residual Heteroscedasticity |
| aTSA-package | Alternative Time Series Analysis |
| coint.test | Cointegration Test |
| ecm | Error Correction Model |
| estimate | Estimate an ARIMA Model |
| expsmooth | Simple Exponential Smoothing |
| forecast | Forecast From ARIMA Fits |
| Holt | Holt's Two-parameter Exponential Smoothing |
| identify | Identify a Time Series Model |
| kpss.test | Kwiatkowski-Phillips-Schmidt-Shin Test |
| MA | Moving Average Filter |
| pp.test | Phillips-Perron Test |
| stationary.test | Stationary Test for Univariate Time Series |
| stepar | Stepwise Autoregressive Model |
| trend.test | Trend Test |
| ts.diag | Diagnostics for ARIMA fits |
| Winters | Winters Three-parameter Smoothing |
