Man pages for itsmr
Time Series Analysis Using the Innovations Algorithm

aacvfAutocovariance of ARMA model
acvfAutocovariance of data
airpassNumber of international airline passengers, 1949 to 1960
ararForecast using ARAR algorithm
ar.infCompute AR infinity coefficients
armaEstimate ARMA model coefficients using maximum likelihood
autofitFind the best model from a range of possible ARMA models
burgEstimate AR coefficients using the Burg method
checkCheck for causality and invertibility
deathsUSA accidental deaths, 1973 to 1978
dowjDow Jones utilities index, August 28 to December 18, 1972
forecastForecast future values
hannanEstimate ARMA coefficients using the Hannan-Rissanen...
hrEstimate harmonic components
iaEstimate MA coefficients using the innovations algorithm
itsmr-packageTime Series Analysis Using the Innovations Algorithm
lakeLevel of Lake Huron, 1875 to 1972
ma.infCompute MA infinity coefficients
periodogramPlot a periodogram
plotaPlot data and/or model ACF and PACF
plotcPlot one or two time series
plotsPlot spectrum of data or ARMA model
ResidCompute residuals
seasonEstimate seasonal component
selftestRun a self test
simGenerate synthetic observations
smooth.expApply an exponential filter
smooth.fftApply a low pass filter
smooth.maApply a moving average filter
smooth.rankApply a spectral filter
specifySpecify an ARMA model
strikesUSA union strikes, 1951-1980
SunspotsNumber of sunspots, 1770 to 1869
testTest residuals for stationarity and randomness
trendEstimate trend component
wineAustralian red wine sales, January 1980 to October 1991
ywEstimate AR coefficients using the Yule-Walker method
itsmr documentation built on Nov. 17, 2017, 7:27 a.m.