apply_ln_transformation | Applies the natural logarithm to the data set |
assess_joint_sktest | Tests the skewness and kurtosis of a VAR model |
assess_kurtosis | Tests the kurtosis of a VAR model |
assess_portmanteau | Tests the white noise assumption for a VAR model using a... |
assess_portmanteau_squared | Tests the homeskedasticity assumption for a VAR model using a... |
assess_skewness | Tests the skewness of a VAR model |
autovar | Return the best VAR models found for a time series data set |
autovarCore-package | Automated Vector Autoregression Models and Networks |
coefficients_of_kurtosis | Kurtosis coefficients. |
coefficients_of_skewness | Skewness coefficients. |
compete | Returns the winning model |
day_dummies | Calculate weekday dummy variables |
daypart_dummies | Calculate day-part dummy variables |
explode_dummies | Explode dummies columns into separate dummy variables |
impute_datamatrix | Imputes the missing values in the input data |
invalid_mask | Calculate a bit mask to identify invalid outlier dummies |
model_is_stable | Eigenvalue stability condition checking |
model_score | Return the model fit for the given varest model |
needs_trend | Determines if a trend is required for the specified VAR model |
outliers_column | Determine the outliers column for the given column data |
portmanteau_test_statistics | An implementation of the portmanteau test. |
print_correlation_matrix | Print the correlation matrix of the residuals of a model... |
residual_outliers | Calculate dummy variables to mask residual outliers |
run_tests | Execute a series of model validity assumptions |
run_var | Calculate the VAR model and apply restrictions |
selected_columns | Convert an outlier_mask to a vector of column indices |
select_valid_masks | Select and return valid dummy outlier masks |
significance_from_pearson_coef | Calculate the significance of a Pearson correlation... |
sktest_joint_p | SK test p-level |
trend_columns | Construct linear and quadratic trend columns |
validate_params | Validates the params given to the autovar function |
validate_raw_dataframe | Validates the dataframe given to the autovar function |
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