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 

This is the overview for the ARMAInnovationsFit method overload. 

 

ARMAKappa 

This is the overview for the ARMAKappa method overload. 

 

ARMALikeCSS 

This is ARMALikeCSS, a member of class StatTimeSerAnalysis. 

 

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 

This is the overview for the CheckARMACoeffs method overload. 

 

DoubleExpForecast 

This is the overview for the DoubleExpForecast method overload. 

 

DoubleExpLike 

This is DoubleExpLike, a member of class StatTimeSerAnalysis. 

 

DoubleExpSmooth 

This is the overview for the DoubleExpSmooth method overload. 

 

DurbinLevinson 

The Durbin-Levinson algorithm. 

 

DurbinWatson 

Calculates the Durbin-Watson statistic 

 

Innovations 

This is the overview for the Innovations method overload. 

 

InvJonesTransformAR 

This is InvJonesTransformAR, a member of class StatTimeSerAnalysis. 

 

InvJonesTransformMA 

This is InvJonesTransformMA, a member of class StatTimeSerAnalysis. 

 

InvTransformParams 

This is InvTransformParams, a member of class StatTimeSerAnalysis. 

 

JonesTransformAR 

This is JonesTransformAR, a member of class StatTimeSerAnalysis. 

 

JonesTransformMA 

This is JonesTransformMA, a member of class StatTimeSerAnalysis. 

 

MovingAverage 

Single moving average. 

 

PACF 

This is the overview for the PACF method overload. 

 

ShortenFilter 

Memory-shortening filter. 

 

SingleExpForecast 

This is the overview for the SingleExpForecast method overload. 

 

SingleExpSmooth 

This is the overview for the SingleExpSmooth method overload. 

 

TimeSeriesIntInit 

Setup initial values for integrating ARMA series. 

 

TransformParams 

This is TransformParams, a member of class StatTimeSerAnalysis. 

 

TripleExpForecast 

This is the overview for the TripleExpForecast method overload. 

 

TripleExpSmooth 

This is the overview for the TripleExpSmooth method overload.