Man pages for deman007/aTSA
Alternative Time Series Analysis

accurateAccurate Computation
adf.testAugmented Dickey-Fuller Test
arch.testARCH Engle's Test for Residual Heteroscedasticity
aTSA-packageAlternative Time Series Analysis
coint.testCointegration Test
ecmError Correction Model
estimateEstimate an ARIMA Model
expsmoothSimple Exponential Smoothing
forecastForecast From ARIMA Fits
HoltHolt's Two-parameter Exponential Smoothing
identifyIdentify a Time Series Model
kpss.testKwiatkowski-Phillips-Schmidt-Shin Test
MAMoving Average Filter
pp.testPhillips-Perron Test
stationary.testStationary Test for Univariate Time Series
steparStepwise Autoregressive Model
trend.testTrend Test
ts.diagDiagnostics for ARIMA fits
WintersWinters Three-parameter Smoothing
deman007/aTSA documentation built on May 12, 2017, 10:50 p.m.