Man pages for sarima
Simulation and Prediction with Seasonal ARIMA Models

acfGarchTestTest for GARCH white noise
acfIidTestCarry out IID tests using sample autocorrelations
acfMaTestAutocorrelation test for MA(q)
armaccf_xeCrosscovariances between an ARMA process and its innovations
ArmaModelCreate ARMA objects
ArmaModel-classClasses ArmaModel, ArModel and MaModel in package sarima
arma_Q0GardnerComputing the initial state covariance matrix of ARMA
arma_Q0gnbCompute the initial state covariance of ARMA model
autocorrelationsCompute autocorrelations and related quantities
autocorrelations-methodsMethods for function autocorrelations()
autocovariances-methodsMethods for function autocovariances()
coerce-methodssetAs methods in package sarima
filterCoefCoefficients and other basic properties of filters
filterCoef-methodsMethods for filterCoef()
filterOrder-methodsMethods for function 'filterOrder' in package 'sarima'
filterPolyCoef-methodsMethods for filterPolyCoef
filterPoly-methodsMethods for 'filterPoly' in package 'sarima'
fun.forecastForecasting functions for seasonal ARIMA models
InterceptSpec-classClass InterceptSpec
isStationaryModelCheck if a model is stationary
modelCentermodel center
modelCoefGet the coefficients of models
modelCoef-methodsMethods for generic function modelCoef
modelInterceptGive the intercept parameter of a model
modelOrderGet the model order and other properties of models
modelOrder-methodsGet the order of a model
modelPolyCoef-methodsMethods for modelPolyCoef
modelPoly-methodsGet polynomials associated with SARIMA models
nSeasonsNumber of seasons
nUnitRootsNumber of unit roots in a model
nvarOfAcfKPCompute variances of autocorrelations under ARCH-type...
nvcovOfAcfCovariances of sample autocorrelations
partialAutocorrelations-methodsMethods for function partialAutocorrelations
periodogramObtain the most important period lags of a time series...
plot-methodsPlot methods in package sarima
prepareSimSarimaPrepare SARIMA simulations
rgarch1p1Simulate GARCH(1,1) models
sarimaFit extended SARIMA models
sarima.fFunction used internally to compute forecasts
SarimaModel-classClass SarimaModel in package sarima
sigmaSqGet the innovation variance of models
sim_sarimaSimulate trajectories of seasonal arima models
summary.SarimaModelMethods for summary in package sarima
VirtualMonicFilter-classUndocumented classes in package sarima
whiteNoiseTestWhite noise tests
xarmaFilterApplies an extended ARMA filter to a time series
sarima documentation built on May 13, 2019, 1:02 a.m.