Man pages for fdaACF
Autocorrelation Function for Functional Time Series
| elec_prices | Daily electricity price profiles from the Day-Ahead Spanish... |
| estimate_iid_distr_Imhof | Estimate distribution of the fACF under the iid. hypothesis... |
| estimate_iid_distr_MC | Estimate distribution of the fACF under the iid. hypothesis... |
| fdaACF | fdaACF: Autocorrelation function for Functional Time Series |
| fit_ARHp_FPCA | Fit an ARH(p) to a given functional time series |
| FTS_identification | Obtain the auto- and partial autocorrelation functions for a... |
| integral_operator | Integral transformation of a curve using an integral operator |
| mat2fd | Obtain a fd object from a matrix |
| obtain_autocorrelation | Estimate the autocorrelation function of the series |
| obtain_autocovariance | Estimate the autocovariance function of the series |
| obtain_autocov_eigenvalues | Estimate eigenvalues of the autocovariance function |
| obtain_FACF | Obtain the autocorrelation function for a given functional... |
| obtain_FPACF | Obtain the partial autocorrelation function for a given FTS. |
| obtain_suface_L2_norm | Obtain L2 norm of the autocovariance functions |
| plot_autocovariance | Generate a 3D plot of the autocovariance surface of a given... |
| plot_FACF | Plot the autocorrelation function of a given FTS |
| reconstruct_fd_from_PCA | Obtain the reconstructed curves after PCA |
| simulate_iid_brownian_bridge | Simulate a FTS from a brownian bridge process |
| simulate_iid_brownian_motion | Simulate a FTS from a brownian motion process |
