Man pages for jlivsey/sigex
SigEx: Multivariate Signal Extraction

daily2monthlyconverts a daily time series to a monthly time series
date2dayconverts month-day-year date, and returns day index
day2dateconverts a day index to a date in month-day-year format
day2weekconverts a date in month-day-year format and finds the day of...
getGCDcomputes the generalized Cholesky decomposition
getholgenerates holiday regressors from holiday dates
helloHello, World!
sigex.loadload data into a time series object
sigex.prepapplies some preliminary transformations to the data
sigex.specarplot AR spectrum of input time series
sigex.transformapplies aggregation, followed by transformations to the data
jlivsey/sigex documentation built on Aug. 24, 2018, 12:15 a.m.