NEWS.md

In esemifar: Smoothing Long-Memory Time Series

esemifar 2.0.1

• a bug in the predict-method was fixed that did not implement the constant extrapolation of the trend for trend_extrap = "constant".
• a minor bug in the handling of the residual mean when forecasting was corrected.
• the README was updated to show examples for the new forecasting approach.
• the main literature in the manual was updated to the by now officially published paper.
• a link to the package 'RcppArmadillo' was removed in the manual, as it caused a NOTE on some operating systems.

esemifar 2.0.0

• predict-method added for output of 'tsmoothlm()' that allows for point and interval forecasts (under normality or via bootstrap) based on ESEMIFAR models.
• plot functionality updated to allow for plot selection via function argument in addition to the interactive console selection.
• functions added to obtain coefficients of different representations of ARMA and FARIMA models: infinite-order AR representation ('arma_to_ar()' / 'farima_to_ar()'), infinite-order MA representation ('arma_to_ma()' / 'farima_to_ma()'), and the infinite coefficient series according to a fractional differencing operator ('d_to_coef()').

esemifar 1.0.1

• implemented a S3 method which extracts fitted values from an 'esemifar' class object.
• implemented a S3 method which extracts residuals from an 'esemifar' class object.

esemifar documentation built on May 29, 2024, 6:13 a.m.