Trend Estimation of Univariate and Bivariate Time Series with Controlled Smoothness


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Documentation for package ‘TSsmoothing’ version 0.1.0

Help Pages

corrmvc Correlation from a 2d covariance matrix.
emp_agr Employment in agriculture
graph_trend Plot of original and smoothed time series.
lambda_value Calculation of the lambda value.
ltable Lambda values table.
plot_trend Plot fo the time series and its smoothed version in ggplo
positive_definite Checks if a squared matrix is positive definite and turn it to positive definied if necessary
preliminar Preliminar smoothing
psigma_estimates Preliminar estimates
sigma_zf Empirical cross-covarinace.
smoothing_level Smoothing value
trade Annual Trade for USA and Mexico
trend_estimate Trend estimation with controlled smoothing.