Simulation and Prediction with Seasonal ARIMA Models

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Documentation for package ‘sarima’ version 0.9.3

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

Help Pages

A B C F I M N P S T V W X

sarima-package

Package sarima Simulation and Prediction with Seasonal ARIMA Models

-- A --

acfGarchTest	Tests for weak white noise
acfIidTest	Carry out IID tests using sample autocorrelations
acfIidTest-method	Carry out IID tests using sample autocorrelations
acfIidTest-methods	Carry out IID tests using sample autocorrelations
acfMaTest	Autocorrelation test for MA(q)
acfOfSquaredArmaModel	Covariances of sample autocorrelations
acfWnTest	Tests for weak white noise
armaacf	Crosscovariances between an ARMA process and its innovations
armaccf_xe	Crosscovariances between an ARMA process and its innovations
ArmaModel	Create ARMA objects
ArmaModel-class	Classes ArmaModel, ArModel and MaModel in package sarima
ArmaSpectrum-class	Class '"ArmaSpectrum"'
arma_Q0bis	Computing the initial state covariance matrix of ARMA
arma_Q0Gardner	Computing the initial state covariance matrix of ARMA
arma_Q0gnb	Compute the initial state covariance of ARMA model
arma_Q0gnbR	Computing the initial state covariance matrix of ARMA
arma_Q0naive	Computing the initial state covariance matrix of ARMA
ArModel	Create ARMA objects
ArModel-class	Classes ArmaModel, ArModel and MaModel in package sarima
as.SarimaModel	Convert S3 model objects to class SarimaModel
as.SarimaModel.Arima	Convert S3 model objects to class SarimaModel
autocorrelations	Compute autocorrelations and related quantities
autocorrelations-method	Methods for function autocorrelations()
autocorrelations-methods	Methods for function autocorrelations()
autocovariances	Compute autocorrelations and related quantities
autocovariances-method	Methods for function autocovariances()
autocovariances-methods	Methods for function autocovariances()

-- B --

backwardPartialCoefficients	Compute autocorrelations and related quantities
backwardPartialVariances	Compute autocorrelations and related quantities

-- C --

coerce-method	setAs methods in package sarima
coerce-methods	setAs methods in package sarima
confint	Confidence and acceptance intervals in package sarima
confint-method	Confidence and acceptance intervals in package sarima

-- F --

filterCoef	Coefficients and other basic properties of filters
filterCoef-method	Methods for filterCoef()
filterCoef-methods	Methods for filterCoef()
filterOrder	Coefficients and other basic properties of filters
filterOrder-method	Methods for function 'filterOrder' in package 'sarima'
filterOrder-methods	Methods for function 'filterOrder' in package 'sarima'
filterPoly	Coefficients and other basic properties of filters
filterPoly-method	Methods for 'filterPoly' in package 'sarima'
filterPoly-methods	Methods for 'filterPoly' in package 'sarima'
filterPolyCoef	Coefficients and other basic properties of filters
filterPolyCoef-method	Methods for filterPolyCoef
filterPolyCoef-methods	Methods for filterPolyCoef
FisherInformation	Fisher information
FisherInformation-method	Fisher information
FisherInformation-methods	Fisher information
FisherInformation.Arima	Fisher information
fun.forecast	Forecasting functions for seasonal ARIMA models

-- I --

InterceptSpec-class	Class InterceptSpec
isStationaryModel	Check if a model is stationary
isStationaryModel-method	Check if a model is stationary
isStationaryModel-methods	Check if a model is stationary

-- M --

MaModel	Create ARMA objects
MaModel-class	Classes ArmaModel, ArModel and MaModel in package sarima
modelCenter	model center
modelCenter-method	model center
modelCenter-methods	model center
modelCoef	Get the coefficients of models
modelCoef-method	Methods for generic function modelCoef
modelCoef-methods	Methods for generic function modelCoef
modelIntercept	Give the intercept parameter of a model
modelIntercept-method	Give the intercept parameter of a model
modelIntercept-methods	Give the intercept parameter of a model
modelOrder	Get the model order and other properties of models
modelOrder-method	Get the order of a model
modelOrder-methods	Get the order of a model
modelPoly	Get the model order and other properties of models
modelPoly-method	Get polynomials associated with SARIMA models
modelPoly-methods	Get polynomials associated with SARIMA models
modelPolyCoef	Get the model order and other properties of models
modelPolyCoef-method	Methods for modelPolyCoef
modelPolyCoef-methods	Methods for modelPolyCoef

-- N --

nSeasons	Number of seasons
nSeasons-method	Number of seasons
nSeasons-methods	Number of seasons
nUnitRoots	Number of unit roots in a model
nUnitRoots-method	Number of unit roots in a model
nUnitRoots-methods	Number of unit roots in a model
nvarOfAcfKP	Compute variances of autocorrelations under ARCH-type hypothesis
nvcovOfAcf	Covariances of sample autocorrelations
nvcovOfAcfBD	Covariances of sample autocorrelations

-- P --

partialAutocorrelations	Compute autocorrelations and related quantities
partialAutocorrelations-method	Methods for function partialAutocorrelations
partialAutocorrelations-methods	Methods for function partialAutocorrelations
partialAutocovariances	Compute autocorrelations and related quantities
partialCoefficients	Compute autocorrelations and related quantities
partialVariances	Compute autocorrelations and related quantities
periodogram	Obtain the most important period lags of a time series according to a periodogram.
plot-method	Class '"ArmaSpectrum"'
plot-method	Class '"Spectrum"'
plot-method	Plot methods in package sarima
plot-methods	Plot methods in package sarima
plot.ArmaSpectrum	Class '"ArmaSpectrum"'
plot.Spectrum	Class '"Spectrum"'
prepareSimSarima	Prepare SARIMA simulations
print.ArmaSpectrum	Class '"ArmaSpectrum"'
print.genspec	Spectral Density
print.simSarimaFun	Prepare SARIMA simulations
print.Spectrum	Class '"Spectrum"'

-- S --

sarima	Fit extended SARIMA models
SarimaModel-class	Class SarimaModel in package sarima
se	Compute standard errors
setAs	setAs methods in package sarima
show-method	Class '"ArmaSpectrum"'
show-method	Class '"Spectrum"'
sigmaSq	Get the innovation variance of models
sigmaSq-method	Get the innovation variance of models
sigmaSq-methods	Get the innovation variance of models
sim_sarima	Simulate trajectories of seasonal arima models
spec	Spectral Density
spectrum	Spectral Density
Spectrum-class	Class '"Spectrum"'
spectrum-method	Spectral Density
spectrum.Arima	Spectral Density
spectrum.ArmaModel	Spectral Density
spectrum.default	Spectral Density
spectrum.function	Spectral Density
spectrum.SarimaModel	Spectral Density
summary.SarimaFilter	Methods for summary in package sarima
summary.SarimaModel	Methods for summary in package sarima
summary.SarimaSpec	Methods for summary in package sarima

-- T --

tsdiag	Diagnostic Plots for fitted seasonal ARIMA models
tsdiag.Sarima	Diagnostic Plots for fitted seasonal ARIMA models

-- V --

vcov	Compute standard errors
vcov-method	Compute standard errors

-- W --

whiteNoiseTest

White noise tests

-- X --

xarmaFilter

Applies an extended ARMA filter to a time series