Decomposition of Time Series Data

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Documentation for package ‘tsdecomp’ version 0.2

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

Help Pages

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