tsdecomp-package |
ARIMA-Model-Based Decomposition of Time Series Data |
acgf2poly |
Change of Variable in the AutoCovariance Generating Function |
acov2ma |
Convert Autocovariances to Coefficients of a Moving Average |
acov2ma.init |
Convert Autocovariances to Coefficients of a Moving Average |
ARIMAdec |
ARIMA-Model-Based Decomposition of Time Series |
ARMAacov |
Compute Theoretical Autocovariances of an ARMA Model |
canonical.decomposition |
Canonical Decomposition |
compare.acf |
Compare ACF of Theoretical, Estimator and Empirical Component |
dsfilter |
Double-Sided Symmetric Linear Filter |
filtering |
Double-Sided Symmetric Linear Filter |
partial.fraction |
Partial Fraction Decomposition |
plot.ARIMAdec |
ARIMA-Model-Based Decomposition of Time Series |
plot.tsdecAcf |
Compare ACF of Theoretical, Estimator and Empirical Component |
plot.tsdecARroots |
Allocation of Autoregressive Roots |
plot.tsdecFilter |
Plot Method for 'tsdecFilter' Objects |
poly2acgf |
Change of Variable in the AutoCovariance Generating Function |
polydiv |
Polynomial Operations and Utilities |
polyeval |
Polynomial Operations and Utilities |
polyprod |
Polynomial Operations and Utilities |
polystring |
Polynomial Operations and Utilities |
print.ARIMAdec |
ARIMA-Model-Based Decomposition of Time Series |
print.tsdecARroots |
Allocation of Autoregressive Roots |
print.tsdecCanDec |
Canonical Decomposition |
print.tsdecMAroots |
Change of Variable in the AutoCovariance Generating Function |
print.tsdecPSP |
Pseudo-Spectrum of an ARIMA Model |
pseudo.spectrum |
Pseudo-Spectrum of an ARIMA Model |
roots.allocation |
Allocation of Autoregressive Roots |
roots2poly |
Polynomial Operations and Utilities |
tsdecomp |
ARIMA-Model-Based Decomposition of Time Series Data |