best_model | Select the best model |
compare_acf | Calculate both Classical and Robust ACF |
diag_boxpierce | Box-Pierce |
diag_fitted | Bind Fitted and Residual Values |
diag_ljungbox | Ljung-Box |
diag_portmanteau | Graph Portmanteau Test Results |
diag_qq | QQ Normal plot functionality |
diag_resid | Residuals of the Process |
diag_ts | Time Series Diagnostics |
diag_wv | Wavelet Variance (WV) fit for White Noise |
eda_change | Viable Transforms |
eda_ts | EDA on Time Series |
emp_acf | Empirical ACF Plot |
emp_corr | Compute Empirical ACF and PACF |
emp_pacf | Empirical PACF |
is.diag_resid | Check is class |
plot.acf_plot | Plot ACF-like graphs |
plot.diag_fitted | Plot Fitted vs. Residual |
plot.diag_qq | QQ Normal Plot |
plot.diag_resid | Graph the Distribution of Residuals |
plot.diag_ts | Graph Time Series Diagnostic |
plot.diag_wv | Graph the Wavelet Variance (WV) Estimation of the White Noise |
plot.eda_change | Plot Different Time Series Transforms |
plot.eda_ts | Visualize EDA on Time Series |
plot.emp_acf | Auto-Covariance and Correlation Functions |
plot.emp_corr | Plot Empirical Autocorrelation (ACF) for ARMA Models |
plot.select_arima | Plot ARIMA Selection Matrix |
plot.theo_arma | Plot Theoretical Autocorrelation (ACF) for ARMA Models |
plot.theo_corr | Plot Theoretical Autocorrelation (ACF) for ARMA Models |
select_arima | Run Model Selection Criteria on ARIMA Models |
select_comp | Visualize Select Model Functions |
theo_acf | Computes the Theoretical Autocorrelation (ACF) of an ARMA... |
theo_corr | Compute Theoretical ACF and PACF |
theo_pacf | Computes the Theoretical Partial Autocorrelation (PACF) of an... |
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