Time Series Methods
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Documentation for package ‘tsmethods’ version 1.0.1
Help Pages
| ensemble_modelspec | Ensemble specification |
| estimate | Model Estimation |
| estimate_ad | Estimation method using AD |
| halflife | Half Life |
| pit | Probability Integral Transform (PIT) |
| plot.tsmodel.distribution | Plots of predictive distributions |
| plot.tsmodel.predict | Plots of predictive distributions |
| tsaggregate | Time Series Aggregation |
| tsbacktest | Time Series Model Backtesting |
| tsbenchmark | Time Series Model Benchmarking |
| tscalibrate | Prediction Calibration method |
| tsconvert | Conversion method from one object to another |
| tscor | Correlation matrix. |
| tscov | Covariance matrix. |
| tsdecompose | Time Series Model Decomposition |
| tsdiagnose | Extract diagnostic model information |
| tsensemble | Ensembles predictions using their posterior predictive or simulated distribution |
| tsensemble.ensemble.spec | Ensembles predictions using their posterior predictive or simulated distribution |
| tsequation | Model Equation Extractor |
| tsfilter | Online Time Series Filter |
| tsgrowth | Growth Calculation |
| tsgrowth.tsmodel.predict | Growth Calculation |
| tsmetrics | Time Series Performance Metrics Method |
| tsmodel.distribution | Plots of predictive distributions |
| tsmodel.predict | Plots of predictive distributions |
| tsmoments | Analytic Moments |
| tsprofile | Profile a time series model |
| tsreport | Report Method |
| tsspec | Extract specification object from estimation object |
| unconditional | Unconditional Value |