Man pages for gregorkb/tscourse
Contains several functions for time series analysis.
| ARMAacvf | Computes the autocovariance function of a causal ARMA(p,q)... |
| ARMA.hstep | Computes h-step-ahead predictions from an ARMA(p,q) model |
| ARMAimpute | Predicts missing values of a time series based on an ARMA... |
| ARMAtoMAinf | Gives coefficients of causal representation of a causal... |
| ARMAtoSD | Find the spectral density function of an ARMA(p,q) process. |
| DL.1step | Performs the Durbin-Levinson algorithm for one-step-ahead... |
| get.ARMA.data | Generates data from an ARMA(p,q) model with iid Normal... |
| innov.hstep | Performs the innovations algorithm for h-step-ahead... |
| parzen | Evaluate the Parzen window |
| pgram | Compute the periodogram. |
| sample.acf | Computes the sample autocovariance and autocorrelation... |
| SDlagWest | Compute a lag-window estimator of the spectral density |
| SDtoMAinf | Find the moving average representation of a time series based... |
| tscourse-package | Contains several functions for time series analysis. |
| unitroottest.DF | Perform the Dickey-Fuller unit-root test |
| WNtest.Bartlett | Perform Bartlett's test for whether a time series is iid... |
| WNtest.LB | Perform the Ljung-Box test for whether a time series is iid. |
