namespace Dew::Stats::Units::StatTimeSerAnalysis
Functions
| Name | Description |
|---|---|
| ACF | Autocorrelation/autocovariance function. |
| ARARFit | Fit ARAR algorithm. |
| ARARForecast | Forecast time series by ARAR. |
| ARBurgFit | Burg AR estimation. |
| ARIMASimulate | Simulate the ARIMA process. |
| ARMAAcf | Estimates autocorrelation/autocovariance function for the ARMA model. |
| ARMAForecast | Forecast time series by using ARMA(p,q) model. |
| ARMAHannahFit | Hannah-Rissanen ARMA estimation. |
| ARMAInnovationsFit (2) | Innovations ARMA estimation. |
| ARMAKappa (2) | ARMA process covariances. |
| ARMALogLike | -2log likelihood. |
| ARMAMLE | Estimate ARMA process AR and MA coefficients. |
| ARMAPredictors | ARMA model one-step ahead predictors. |
| ARMASimulate | Simulate the ARMA (p,q) process. |
| ARYuleWalkerFit | Yule-Walker AR estimation. |
| AutoCov | Autocovariance function. |
| BoxCox | Box-Cox transformation. |
| BoxCoxInv | Inverse Box-Cox transformation. |
| BoxLjung | The box-Ljung statistics. |
| CheckARMACoeffs (2) | Check AR(MA) coeefficients. |
| DoubleExpForecast (2) | Double exponential forecast. |
| DoubleExpSmooth (2) | Double exponential smoothing. |
| DurbinLevinson | The Durbin-Levinson algorithm. |
| DurbinWatson | Calculates the Durbin-Watson statistic |
| Innovations (2) | The innovations algorithm. |
| InvTransformParams | |
| MovingAverage | Single moving average. |
| PACF (2) | Partial autocorrelation function. |
| ShortenFilter | Memory-shortening filter. |
| SingleExpForecast (2) | Single exponential forecast. |
| SingleExpSmooth (2) | Single exponential smoothing. |
| TimeSeriesIntInit | Setup initial values for integrating ARMA series. |
| TransformParams | |
| TripleExpForecast (2) | Triple exponential forecast. |
| TripleExpSmooth (2) | Triple exponential smoothing. |