Sieve Methods for Non-Stationary Time Series

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Documentation for package ‘Sie2nts’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

auto.pacf.test	The Test of Lag of Auto-Regressive (AR) Model Automatically
auto.test	The Test of Stability for Auto-Regressive (AR) Approximations Automatically
bs.gene	Generate Basis
bs.plot	Plots of Basis
fix.fit	Estimate the Coefficients of Auto-Regressive (AR) Model by User Specifying
fix.pacf	Generate Partial Autocorrelation Function (PACF) by User Specifying
fix.pacf.test	Testing Lag of Auto-Regressive (AR) Model
fix.plot	Plot Results of Estimating
fix.test	The Test of Stability for Auto-Regressive (AR) Approximations With Fixed Parameters
sie.auto.fit	Estimate the Coefficients of Auto-Regressive (AR) Model Automatically
sie.auto.pacf	Generate Partial Autocorrelation Function (PACF) Automatically
sie.auto.plot	Plot the Estimate Results by Automatic Fitting
sie.plot.pacf	Plot Partial Autocorrelation Function (PACF)
sie.predict	Predicting Time Series With H Steps