Simulation and Prediction with Seasonal ARIMA Models

acfGarchTest | Test for GARCH white noise |

acfIidTest | Carry out IID tests using sample autocorrelations |

acfMaTest | Autocorrelation test for MA(q) |

armaccf_xe | Crosscovariances between an ARMA process and its innovations |

ArmaModel | Create ARMA objects |

ArmaModel-class | Classes ArmaModel, ArModel and MaModel in package sarima |

arma_Q0Gardner | Computing the initial state covariance matrix of ARMA |

arma_Q0gnb | Compute the initial state covariance of ARMA model |

autocorrelations | Compute autocorrelations and related quantities |

autocorrelations-methods | Methods for function autocorrelations() |

autocovariances-methods | Methods for function autocovariances() |

coerce-methods | setAs methods in package sarima |

filterCoef | Coefficients and other basic properties of filters |

filterCoef-methods | Methods for filterCoef() |

filterOrder-methods | Methods for function 'filterOrder' in package 'sarima' |

filterPolyCoef-methods | Methods for filterPolyCoef |

filterPoly-methods | Methods for 'filterPoly' in package 'sarima' |

fun.forecast | Forecasting functions for seasonal ARIMA models |

InterceptSpec-class | Class InterceptSpec |

isStationaryModel | Check if a model is stationary |

modelCenter | model center |

modelCoef | Get the coefficients of models |

modelCoef-methods | Methods for generic function modelCoef |

modelIntercept | Give the intercept parameter of a model |

modelOrder | Get the model order and other properties of models |

modelOrder-methods | Get the order of a model |

modelPolyCoef-methods | Methods for modelPolyCoef |

modelPoly-methods | Get polynomials associated with SARIMA models |

nSeasons | Number of seasons |

nUnitRoots | Number of unit roots in a model |

nvcovOfAcf | Covariances of sample autocorrelations |

partialAutocorrelations-methods | Methods for function partialAutocorrelations |

plot-methods | Plot methods in package sarima |

prepareSimSarima | Prepare SARIMA simulations |

rgarch1p1 | Simulate GARCH(1,1) models |

sarima | Fit extended SARIMA models |

sarima.f | Function used internally to compute forecasts |

SarimaModel-class | Class SarimaModel in package sarima |

sigmaSq | Get the innovation variance of models |

sim_sarima | Simulate trajectories of seasonal arima models |

summary.SarimaModel | Methods for summary in package sarima |

VirtualMonicFilter-class | Undocumented classes in package sarima |

whiteNoiseTest | White noise tests |

xarmaFilter | Applies an extended ARMA filter to a time series |

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