Man pages for sarima
Simulation and Prediction with Seasonal ARIMA Models
| acfGarchTest | Tests for weak white noise |
| acfIidTest | Carry out IID tests using sample autocorrelations |
| acfMaTest | Autocorrelation test for MA(q) |
| ar2Pacf | Convert AR parameters to parcor |
| 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 |
| ArmaSpectrum-class | Class '"ArmaSpectrum"' |
| as.SarimaModel | Convert S3 model objects to class SarimaModel |
| 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 |
| confint | Confidence and acceptance intervals 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' |
| FisherInformation-methods | Fisher information |
| 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 |
| nvarOfAcfKP | Compute variances of autocorrelations under ARCH-type... |
| nvcovOfAcf | Covariances of sample autocorrelations |
| partialAutocorrelations-methods | Methods for function partialAutocorrelations |
| periodogram | Obtain the most important period lags of a time series... |
| 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 |
| se | Compute standard errors |
| show-methods | Methods for 'show' in package 'sarima' |
| sigmaSq | Get the innovation variance of models |
| sim_sarima | Simulate trajectories of seasonal arima models |
| spectrum | Spectral Density |
| Spectrum-class | Class '"Spectrum"' |
| 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 |
