sarima
Simulation and Prediction with Seasonal ARIMA Models

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sarima: Simulation and Prediction with Seasonal ARIMA Models
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API

API for sarima
Simulation and Prediction with Seasonal ARIMA Models

Global functions
.FisherInfo Source code
.FisherInfoSarma Source code
.FisherInfoSarma_rbind Source code
.Fo.regx Source code
.Fo.sarima Source code
.Fo.xreg Source code
.Sarima_fixed Source code
.basecfclass2S4 Source code
.beforeInitMain Source code
.calF2 Source code
.capturePrint Source code
.capture_fo Source code
.cat_u_delta Source code
.cilines Source code
.ciplot Source code
.comboAcf Source code
.comboAcvf Source code
.copy_cis Source code
.fixed_values_under_h0 Source code
.formatNameNumeric Source code
.isInvertibleFilter Source code
.local_maxima Source code
.local_minima Source code
.onLoad Source code
.plot_acr Source code
.printFittedPart Source code
.print_cis Source code
.print_formula Source code
.print_mis Source code
.reportClassName Source code
.sarima_env Source code
.slots2list Source code
.spdArma Source code
.wnacf_asycov_garch Source code
.wnacf_asycov_iid Source code
.wnacf_asyse Source code
ArFilter-class Man page
ArModel Man page Source code
ArModel-class Man page Man page
ArmaFilter-class Man page
ArmaModel Man page Source code
ArmaModel-class Man page Man page
ArmaSpec-class Man page
ArmaSpectrum-class Man page
Autocorrelations-class Man page
AutocovarianceModel-class Man page
AutocovarianceSpec-class Man page
Autocovariances-class Man page
BD-class Man page
BJ-class Man page
BJFilter-class Man page
ComboAutocorrelations-class Man page
ComboAutocovariances-class Man page
DAcvfWrtMA Source code
FisherInformation Man page Source code
FisherInformation,ANY-method Man page
FisherInformation,ArmaModel-method Man page
FisherInformation,SarimaModel-method Man page
FisherInformation-methods Man page
FisherInformation.Arima Man page Source code
FisherInformation.ArmaModel Source code
FisherInformation.SarimaModel Source code
Fitted-class Man page
InterceptSpec-class Man page
MAacvf0 Source code
MaFilter-class Man page
MaModel Man page Source code
MaModel-class Man page Man page
MonicFilterSpec-class Man page
PartialAutocorrelations-class Man page
PartialAutocovariances-class Man page
PartialVariances-class Man page
SARIMA Source code
SP-class Man page
SPFilter-class Man page
SampleAutocorrelations-class Man page
SampleAutocovariances-class Man page
SamplePartialAutocorrelations-class Man page
SamplePartialAutocovariances-class Man page
SamplePartialVariances-class Man page
SarimaFilter-class Man page
SarimaModel-class Man page Man page
SarimaSpec-class Man page
Spectrum-class Man page
VirtualArModel-class Man page
VirtualAriModel-class Man page
VirtualArimaModel-class Man page
VirtualArmaFilter-class Man page
VirtualArmaModel-class Man page
VirtualAutocorelationModel-class Man page
VirtualAutocorrelations-class Man page
VirtualAutocovarianceModel-class Man page
VirtualAutocovarianceSpec-class Man page
VirtualAutocovariances-class Man page
VirtualBJFilter-class Man page
VirtualCascadeFilter-class Man page
VirtualFilterModel-class Man page
VirtualImaModel-class Man page
VirtualIntegratedModel-class Man page
VirtualMaModel-class Man page
VirtualMeanModel-class Man page
VirtualMonicFilter-class Man page
VirtualMonicFilterSpec-class Man page
VirtualPartialAutocorelationModel-class Man page
VirtualPartialAutocovarianceModel-class Man page
VirtualSPFilter-class Man page
VirtualSarimaFilter-class Man page
VirtualSarimaModel-class Man page
VirtualStationaryModel-class Man page
VirtualWhiteNoiseModel-class Man page
acfGarchTest Man page Source code
acfIidTest Man page Source code
acfIidTest,ANY-method Man page
acfIidTest,SampleAutocorrelations-method Man page
acfIidTest,missing-method Man page
acfIidTest-methods Man page
acfMaTest Man page Source code
acfOfSquaredArmaModel Man page Source code
acfWnTest Man page Source code
ar2Pacf Man page Source code
arma_Q0Gardner Man page
arma_Q0bis Man page
arma_Q0gnb Man page Source code
arma_Q0gnb0 Source code
arma_Q0gnbR Man page Source code
arma_Q0naive Man page Source code
armaacf Man page Source code
armaccf_xe Man page Source code
armapqss Source code
as.SarimaModel Man page
as.SarimaModel.Arima Man page
as.list.ArmaModel Source code
as.list.ArmaSpec Source code
as.list.SarimaModel Source code
autocorrelations Man page
autocorrelations,ANY,ANY,ANY-method Man page
autocorrelations,ANY,ANY,missing-method Man page
autocorrelations,Autocorrelations,ANY,missing-method Man page
autocorrelations,Autocorrelations,missing,missing-method Man page
autocorrelations,Autocovariances,ANY,missing-method Man page
autocorrelations,PartialAutocorrelations,ANY,missing-method Man page
autocorrelations,PartialAutocovariances,ANY,missing-method Man page
autocorrelations,SamplePartialAutocorrelations,ANY,missing-metho Man page
autocorrelations,SamplePartialAutocovariances,ANY,missing-method Man page
autocorrelations,VirtualArmaModel,ANY,missing-method Man page
autocorrelations,VirtualSarimaModel,ANY,missing-method Man page
autocorrelations-methods Man page
autocovariances Man page Source code
autocovariances,ANY,ANY-method Man page
autocovariances,Autocovariances,ANY-method Man page
autocovariances,Autocovariances,missing-method Man page
autocovariances,VirtualArmaModel,ANY-method Man page
autocovariances,VirtualAutocovariances,ANY-method Man page
autocovariances-methods Man page
backwardPartialCoefficients Man page Source code
backwardPartialVariances Man page Source code
coerce,ANY,Autocorrelations-method Man page
coerce,ANY,ComboAutocorrelations-method Man page
coerce,ANY,ComboAutocovariances-method Man page
coerce,ANY,PartialAutocorrelations-method Man page
coerce,ANY,PartialAutocovariances-method Man page
coerce,ANY,PartialVariances-method Man page
coerce,ArmaSpec,list-method Man page
coerce,Autocorrelations,ComboAutocorrelations-method Man page
coerce,Autocorrelations,ComboAutocovariances-method Man page
coerce,Autocovariances,ComboAutocorrelations-method Man page
coerce,Autocovariances,ComboAutocovariances-method Man page
coerce,BJFilter,SPFilter-method Man page
coerce,PartialVariances,Autocorrelations-method Man page
coerce,PartialVariances,Autocovariances-method Man page
coerce,PartialVariances,ComboAutocorrelations-method Man page
coerce,PartialVariances,ComboAutocovariances-method Man page
coerce,SPFilter,BJFilter-method Man page
coerce,SarimaFilter,ArmaFilter-method Man page
coerce,SarimaModel,list-method Man page
coerce,VirtualArmaFilter,list-method Man page
coerce,VirtualSarimaModel,ArmaModel-method Man page
coerce,numeric,BJFilter-method Man page
coerce,numeric,SPFilter-method Man page
coerce,vector,Autocorrelations-method Man page
coerce,vector,Autocovariances-method Man page
coerce,vector,PartialAutocorrelations-method Man page
coerce,vector,PartialAutocovariances-method Man page
coerce-methods Man page
confint Man page
confint,SampleAutocorrelations-method Man page
coreXarmaFilter Source code
dbind Source code
diagOfVcov Source code
diag_bind Source code
expand_ar Source code
factorizeMA Source code
filterCoef Man page
filterCoef,BJFilter,character-method Man page
filterCoef,MonicFilterSpec,missing-method Man page
filterCoef,SPFilter,character-method Man page
filterCoef,SarimaFilter,character-method Man page
filterCoef,SarimaFilter,missing-method Man page
filterCoef,VirtualArmaFilter,character-method Man page
filterCoef,VirtualArmaFilter,missing-method Man page
filterCoef,VirtualBJFilter,character-method Man page
filterCoef,VirtualMonicFilterSpec,missing-method Man page
filterCoef,VirtualSPFilter,character-method Man page
filterCoef-methods Man page
filterOrder Man page
filterOrder,SarimaFilter-method Man page
filterOrder,VirtualArmaFilter-method Man page
filterOrder,VirtualMonicFilterSpec-method Man page
filterOrder-methods Man page
filterPoly Man page
filterPoly,BJFilter-method Man page
filterPoly,SPFilter-method Man page
filterPoly,SarimaFilter-method Man page
filterPoly,VirtualArmaFilter-method Man page
filterPoly,VirtualMonicFilterSpec-method Man page
filterPoly-methods Man page
filterPolyCoef Man page Man page
filterPolyCoef,BJFilter-method Man page
filterPolyCoef,SPFilter-method Man page
filterPolyCoef,SarimaFilter-method Man page
filterPolyCoef,VirtualArmaFilter-method Man page
filterPolyCoef,VirtualBJFilter-method Man page
filterPolyCoef,VirtualSPFilter-method Man page
filterPolyCoef-methods Man page
fitArma0Model Source code
fun.forecast Man page Source code
hessian2vcov Source code
isStationaryModel Man page
isStationaryModel,SarimaSpec-method Man page
isStationaryModel,VirtualIntegratedModel-method Man page
isStationaryModel,VirtualStationaryModel-method Man page
isStationaryModel-methods Man page
ltToeplitz Source code
makeArimaGnb Source code
makeArma0SSModel Source code
makeUpdateFun_arma0 Source code
model2filter Source code
modelCenter Man page
modelCenter,InterceptSpec-method Man page
modelCenter-methods Man page
modelCoef Man page
modelCoef,ArmaModel,ArmaFilter,missing-method Man page
modelCoef,Autocorrelations,ComboAutocorrelations,missing-method Man page
modelCoef,Autocorrelations,PartialAutocorrelations,missing-metho Man page
modelCoef,Autocovariances,Autocorrelations,missing-method Man page
modelCoef,Autocovariances,ComboAutocorrelations,missing-method Man page
modelCoef,Autocovariances,ComboAutocovariances,missing-method Man page
modelCoef,Autocovariances,PartialAutocorrelations,missing-method Man page
modelCoef,ComboAutocorrelations,Autocorrelations,missing-method Man page
modelCoef,ComboAutocorrelations,PartialAutocorrelations,missing- Man page
modelCoef,ComboAutocovariances,Autocovariances,missing-method Man page
modelCoef,ComboAutocovariances,PartialAutocovariances,missing-me Man page
modelCoef,ComboAutocovariances,PartialVariances,missing-method Man page
modelCoef,ComboAutocovariances,VirtualAutocovariances,missing-me Man page
modelCoef,PartialAutocorrelations,Autocorrelations,missing-metho Man page
modelCoef,PartialAutocovariances,PartialAutocorrelations,missing Man page
modelCoef,SarimaModel,ArFilter,missing-method Man page
modelCoef,SarimaModel,ArFilter-method Man page
modelCoef,SarimaModel,ArModel,missing-method Man page
modelCoef,SarimaModel,ArmaFilter,missing-method Man page
modelCoef,SarimaModel,ArmaFilter-method Man page
modelCoef,SarimaModel,MaFilter,missing-method Man page
modelCoef,SarimaModel,MaFilter-method Man page
modelCoef,SarimaModel,MaModel,missing-method Man page
modelCoef,SarimaModel,SarimaFilter,missing-method Man page
modelCoef,SarimaModel,SarimaFilter-method Man page
modelCoef,SarimaModel,character,missing-method Man page
modelCoef,SarimaModel,character-method Man page
modelCoef,SarimaModel,missing,missing-method Man page
modelCoef,SarimaModel,missing-method Man page
modelCoef,VirtualArmaModel,character,missing-method Man page
modelCoef,VirtualArmaModel,missing,missing-method Man page
modelCoef,VirtualAutocovariances,Autocovariances,missing-method Man page
modelCoef,VirtualAutocovariances,VirtualAutocovariances,missing- Man page
modelCoef,VirtualAutocovariances,character,missing-method Man page
modelCoef,VirtualAutocovariances,missing,missing-method Man page
modelCoef,VirtualFilterModel,BD,missing-method Man page
modelCoef,VirtualFilterModel,BD-method Man page
modelCoef,VirtualFilterModel,BJ,missing-method Man page
modelCoef,VirtualFilterModel,BJ-method Man page
modelCoef,VirtualFilterModel,SP,missing-method Man page
modelCoef,VirtualFilterModel,SP-method Man page
modelCoef,VirtualFilterModel,character,missing-method Man page
modelCoef,VirtualFilterModel,missing,missing-method Man page
modelCoef-methods Man page
modelIntercept Man page
modelIntercept,InterceptSpec-method Man page
modelIntercept-methods Man page
modelOrder Man page
modelOrder,ArmaModel,ArFilter-method Man page Man page
modelOrder,ArmaModel,MaFilter-method Man page Man page
modelOrder,ArmaModel,missing-method Man page Man page
modelOrder,SarimaModel,ArFilter-method Man page Man page
modelOrder,SarimaModel,ArModel-method Man page Man page
modelOrder,SarimaModel,ArmaFilter-method Man page Man page
modelOrder,SarimaModel,ArmaModel-method Man page Man page Man page
modelOrder,SarimaModel,MaFilter-method Man page Man page
modelOrder,SarimaModel,MaModel-method Man page Man page
modelOrder,SarimaModel,missing-method Man page Man page
modelOrder,VirtualFilterModel,character-method Man page
modelOrder,VirtualFilterModel,missing-method Man page
modelOrder-methods Man page
modelPoly Man page
modelPoly,SarimaModel,ArmaFilter-method Man page Man page
modelPoly,SarimaModel,missing-method Man page Man page
modelPoly,VirtualFilterModel,character-method Man page
modelPoly,VirtualMonicFilter,missing-method Man page
modelPoly-methods Man page
modelPolyCoef Man page
modelPolyCoef,SarimaModel,ArmaFilter-method Man page Man page
modelPolyCoef,SarimaModel,missing-method Man page Man page
modelPolyCoef,VirtualFilterModel,character-method Man page
modelPolyCoef,VirtualMonicFilter,missing-method Man page
modelPolyCoef-methods Man page
nSeasons Man page
nSeasons,SarimaFilter-method Man page
nSeasons,VirtualArmaFilter-method Man page
nSeasons-methods Man page
nUnitRoots Man page
nUnitRoots,SarimaSpec-method Man page
nUnitRoots,VirtualStationaryModel-method Man page
nUnitRoots-methods Man page
nvarOfAcfKP Man page Source code
nvcovOfAcf Man page Source code
nvcovOfAcfBD Man page Source code
pacf2Ar Source code
pacf2ArWithJacobian Source code
partialAutocorrelations Man page Source code
partialAutocorrelations,ANY,ANY,ANY-method Man page
partialAutocorrelations,PartialAutocovariances,ANY,missing-metho Man page
partialAutocorrelations,mts,ANY,missing-method Man page
partialAutocorrelations,ts,ANY,missing-method Man page
partialAutocorrelations-methods Man page
partialAutocovariances Man page Source code
partialCoefficients Man page
partialVariances Man page Source code
periodogram Man page Source code
plain_list Source code
plot,ArmaSpectrum,ANY-method Man page
plot,SampleAutocorrelations,matrix-method Man page
plot,SampleAutocorrelations,missing-method Man page
plot,SamplePartialAutocorrelations,missing-method Man page
plot,Spectrum,ANY-method Man page
plot-methods Man page
plot.ArmaSpectrum Man page
plot.Spectrum Man page Source code
predict.Sarima Source code
prepareSimSarima Man page
print.ArmaSpectrum Man page
print.Spectrum Man page
print.genspec Man page
print.simSarimaFun Man page Source code
rgarch1p1 Man page Source code
sarima Man page Source code
sarima.f Man page Source code
sarimaReport Source code
sarima_KalmanForeUp Source code
sarima_KalmanForecast Source code
sarima_KalmanLike Source code
sarima_KalmanRun Source code
sarimat Source code
se Man page
setAs Man page
show,ArModel-method Man page
show,ArmaFilter-method Man page
show,ArmaModel-method Man page
show,ArmaSpectrum-method Man page
show,Autocorrelations-method Man page
show,Autocovariances-method Man page
show,BJFilter-method Man page
show,InterceptSpec-method Man page
show,MaModel-method Man page
show,MonicFilterSpec-method Man page
show,PartialAutocorrelations-method Man page
show,PartialAutocovariances-method Man page
show,PartialVariances-method Man page
show,SPFilter-method Man page
show,SampleAutocorrelations-method Man page
show,SampleAutocovariances-method Man page
show,SamplePartialAutocorrelations-method Man page
show,SamplePartialAutocovariances-method Man page
show,SamplePartialVariances-method Man page
show,SarimaFilter-method Man page
show,SarimaModel-method Man page
show,Spectrum-method Man page Man page
show,VirtualArmaFilter-method Man page
show-methods Man page
sigmaSq Man page
sigmaSq,ArmaModel-method Man page
sigmaSq,InterceptSpec-method Man page Man page
sigmaSq-methods Man page
sim_sarima Man page Source code
spec Man page
spectrum Man page Source code
spectrum,ANY-method Man page
spectrum,ArmaModel-method Man page
spectrum,SarimaModel-method Man page
spectrum.Arima Man page Source code
spectrum.ArmaModel Man page Source code
spectrum.SarimaModel Man page Source code
spectrum.default Man page Source code
spectrum.function Man page Source code
summary.Sarima Source code
summary.SarimaFilter Man page Source code
summary.SarimaModel Man page Source code
summary.SarimaSpec Man page Source code
trendMaker Source code
tsdiag.Sarima Source code
uniKalmanForeUp0b Source code
uniKalmanForecast0b Source code
uniKalmanLikelihood0b Source code
utToeplitz Source code
vcov Man page
vcov,SampleAutocorrelations-method Man page
whiteNoiseTest Man page Source code
xarimaxss Source code
xarmaFilter Man page Source code
xarmaxss Source code
sarima documentation built on Aug. 11, 2022, 5:11 p.m.

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