AIC.fitsimts |
Akaike's Information Criterion |
AR |
Create an Autoregressive P [AR(P)] Process |
AR1 |
Definition of an Autoregressive Process of Order 1 |
ar1_to_wv |
AR(1) process to WV |
ARIMA |
Create an Autoregressive Integrated Moving Average (ARIMA) Process |
ARMA |
Create an Autoregressive Moving Average (ARMA) Process |
ARMA11 |
Definition of an ARMA(1,1) |
arma11_to_wv |
ARMA(1,1) to WV |
arma_to_wv |
ARMA process to WV |
australia |
Quarterly Increase in Stocks Non-Farm Total, Australia |
auto_corr |
Empirical ACF and PACF |
best_model |
Select the Best Model |
check |
Diagnostics on Fitted Time Series Model |
compare_acf |
Comparison of Classical and Robust Correlation Analysis Functions |
corr_analysis |
Correlation Analysis Functions |
derivative_first_matrix |
Analytic D matrix of Processes |
deriv_2nd_ar1 |
Analytic second derivative matrix for AR(1) process |
deriv_2nd_arma11 |
Analytic D matrix for ARMA(1,1) process |
deriv_2nd_dr |
Analytic second derivative matrix for drift process |
deriv_2nd_ma1 |
Analytic second derivative for MA(1) process |
deriv_ar1 |
Analytic D matrix for AR(1) process |
deriv_arma11 |
Analytic D matrix for ARMA(1,1) process |
deriv_dr |
Analytic D matrix for Drift (DR) Process |
deriv_ma1 |
Analytic D matrix for MA(1) process |
deriv_qn |
Analytic D matrix for Quantization Noise (QN) Process |
deriv_rw |
Analytic D matrix Random Walk (RW) Process |
deriv_wn |
Analytic D Matrix for a Gaussian White Noise (WN) Process |
diag_boxpierce |
Box-Pierce |
diag_ljungbox |
Ljung-Box |
diag_plot |
Diagnostic Plot of Residuals |
diag_portmanteau_ |
Portmanteau Tests |
DR |
Create an Drift (DR) Process |
dr_to_wv |
Drift to WV |
estimate |
Fit a Time Series Model to Data |
evaluate |
Evalute a time series or a list of time series models |
gen_ar1blocks |
Generate AR(1) Block Process |
gen_bi |
Generate Bias-Instability Process |
gen_gts |
Simulate a simts TS object using a theoretical model |
gen_lts |
Generate a Latent Time Series Object Based on a Model |
gen_nswn |
Generate Non-Stationary White Noise Process |
GM |
Create a Gauss-Markov (GM) Process |
gmwm |
Generalized Method of Wavelet Moments (GMWM) |
gmwm_imu |
GMWM for (Robust) Inertial Measurement Units (IMUs) |
gts |
Create a simts TS object using time series data |
hydro |
Mean Monthly Precipitation, from 1907 to 1972 |
imu |
Create an IMU Object |
imu_time |
Pulls the IMU time from the IMU object |
is.gts |
Is simts Object |
is.imu |
Is simts Object |
is.lts |
Is simts Object |
is.ts.model |
Is simts Object |
lts |
Generate a Latent Time Series Object from Data |
MA |
Create an Moving Average Q [MA(Q)] Process |
MA1 |
Definition of an Moving Average Process of Order 1 |
ma1_to_wv |
Moving Average Order 1 (MA(1)) to WV |
make_frame |
Default utility function for various plots titles |
MAPE |
Median Absolute Prediction Error |
np_boot_sd_med |
Bootstrap standard error for the median |
plot.gmwm |
Plot the GMWM with the Wavelet Variance |
plot.PACF |
Plot Partial Auto-Covariance and Correlation Functions |
plot.simtsACF |
Plot Auto-Covariance and Correlation Functions |
plot_pred |
Plot Time Series Forecast Function |
predict.fitsimts |
Time Series Prediction |
predict.gmwm |
Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments |
QN |
Create an Quantisation Noise (QN) Process |
qn_to_wv |
Quantisation Noise (QN) to WV |
read.imu |
Read an IMU Binary File into R |
resid_plot |
Plot the Distribution of (Standardized) Residuals |
rgmwm |
GMWM for Robust/Classical Comparison |
rtruncated_normal |
Truncated Normal Distribution Sampling Algorithm |
RW |
Create an Random Walk (RW) Process |
RW2dimension |
Function to Compute Direction Random Walk Moves |
rw_to_wv |
Random Walk to WV |
SARIMA |
Create a Seasonal Autoregressive Integrated Moving Average (SARIMA) Process |
SARMA |
Create a Seasonal Autoregressive Moving Average (SARMA) Process |
savingrt |
Personal Saving Rate |
select |
Time Series Model Selection |
select_ar |
Run Model Selection Criteria on ARIMA Models |
select_arima |
Run Model Selection Criteria on ARIMA Models |
select_arma |
Run Model Selection Criteria on ARIMA Models |
select_ma |
Run Model Selection Criteria on ARIMA Models |
simple_diag_plot |
Basic Diagnostic Plot of Residuals |
simplified_print_SARIMA |
Simplify and print SARIMA model |
SIN |
Create an Sinusoidal (SIN) Process |
summary.fitsimts |
Summary of fitsimts object |
summary.gmwm |
Summary of GMWM object |
theo_acf |
Theoretical Autocorrelation (ACF) of an ARMA process |
theo_pacf |
Theoretical Partial Autocorrelation (PACF) of an ARMA process |
update.gmwm |
Update (Robust) GMWM object for IMU or SSM |
update.gts |
Update Object Attribute |
update.imu |
Update Object Attribute |
update.lts |
Update Object Attribute |
value |
Obtain the value of an object's properties |
value.imu |
Obtain the value of an object's properties |
WN |
Create an White Noise (WN) Process |
wn_to_wv |
Gaussian White Noise to WV |
[.imu |
Subset an IMU Object |