StatTimeSerAnalysis Unit

Functions

NameDescription
ACFAutocorrelation/autocovariance function.
ARARFitFit ARAR algorithm.
ARARForecastForecast time series by ARAR.
ARBurgFitBurg AR estimation.
ARIMASimulateSimulate the ARIMA process.
ARMAAcfEstimates autocorrelation/autocovariance function for the ARMA model.
ARMAForecastForecast time series by using ARMA(p,q) model.
ARMAHannahFitHannah-Rissanen ARMA estimation.
ARMAInnovationsFit (2)Innovations ARMA estimation.
ARMAKappa (2)Calculate necessary covariances for ARMA(p,q) process up to kappa(KappaSize,KappaSize)
ARMALogLike-2log likelihood.
ARMAMLEEstimate ARMA process AR and MA coefficients.
ARMAPredictorsARMA model one-step ahead predictors.
ARMASimulateSimulate the ARMA (p,q) process.
ARYuleWalkerFitYule-Walker AR estimation.
AutoCovAutocovariance function.
BoxCoxBox-Cox transformation.
BoxCoxInvInverse Box-Cox transformation.
BoxLjungThe box-Ljung statistics.
CheckARMACoeffs (2)Check AR(MA) coeefficients.
DoubleExpForecast (2)Double exponential forecast.
DoubleExpSmooth (2)In this case a fixed smoothing constants Alpha, Gamma are used in smoothing equations (no minimization is performed).
DurbinLevinsonThe Durbin-Levinson algorithm.
DurbinWatsonCalculates the Durbin-Watson statistic
Innovations (2)The innovations algorithm.
InvTransformParams
MovingAverageSingle moving average.
PACF (2)Partial autocorelation function.
ShortenFilterMemory-shortening filter.
SingleExpForecast (2)Single exponential forecast.
SingleExpSmooth (2)In this case a fixed smoothing constant Alpha is used in smoothing equations (no minimization is performed).
TimeSeriesIntInitSetup initial values for integrating ARMA series.
TransformParams
TripleExpForecast (2)Triple exponential forecast.
TripleExpSmooth (2)In this case a fixed smoothing constants Alpha, Beta and Gamma are used in smoothing equations (no minimization is performed).

Enumerations

NameDescription
TcfInitMethodARMA/ARIMA coefficients initial estimate method.