StatTimeSerAnalysis Members Public Methods

Public Methods

	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.

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