Man pages for smoots
Nonparametric Estimation of the Trend and Its Derivatives in TS

bootCastForecasting Function for ARMA Models via Bootstrap
confBoundsAsymptotically Unbiased Confidence Bounds
critMatrixARMA Order Selection Matrix
daxGerman Stock Market Index (DAX) Financial Time Series Data
dsmoothData-driven Local Polynomial for the Trend's Derivatives in...
fitted.smootsExtract Model Fitted Values
gdpUSQuarterly US GDP, Q1 1947 to Q2 2019
gsmoothEstimation of Trends and their Derivatives via Local...
knsmoothEstimation of Nonparametric Trend Functions via Kernel...
modelCastForecasting Function for Trend-Stationary Time Series
msmoothData-driven Nonparametric Regression for the Trend in...
normCastForecasting Function for ARMA Models under Normally...
optOrdOptimal Order Selection
plot.smootsPlot Method for the Package 'smoots'
print.smootsPrint Method for the Package 'smoots'
rescaleRescaling Derivative Estimates
residuals.smootsExtract Model Residuals
rollCastBacktesting Semi-ARMA Models with Rolling Forecasts
smootssmoots: A package for data-driven nonparametric estimation of...
tempNHMean Monthly Northern Hemisphere Temperature Changes
trendCastForecasting Function for Nonparametric Trend Functions
tsmoothAdvanced Data-driven Nonparametric Regression for the Trend...
vixCBOE Volatility Index (VIX) Financial Time Series Data
smoots documentation built on Oct. 10, 2021, 1:09 a.m.