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 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.