Man pages for yanyachen/arimaMisc
Time Series Analysis Miscellaneous Tools
| arimaMisc | arimaMisc: Time Series Analysis Miscellaneous Tools |
| arimaPred.plot | Plot the prediction and confidence interval of arima model |
| armaSigOrder | Generating fixed parameter for an ARIMA full model |
| AR.root | Computing roots of the characteristic AR polynomial |
| auto.cov | Compute autocovariance function of ARMA process |
| Box.plot | Plot the Ljung-Box Test's p-value vs to lag |
| Box.Test | Corrected Ljung-Box Test for ARIMA model's residuals |
| EWMA.Cov | Compute the exponentially weighted moving average covariance... |
| kurtosis.test | Testing normality based on fourth central moment |
| MA.root | Computing roots of the characteristic MA polynomial |
| memory | Compute memory function of ARMA process |
| rolling.forecast.ase | Computing the out-of-sample forecasting squared error of... |
| skewness.test | Testing normality based on third central moment |
