acf | Calculate Sample Autocorrelation Function |
acf1 | Calculate Sample Autocorrelation Function |
arcorr | Calculate AR Autocorrelation Function |
ardt | Simulate Data from an AR Process |
arfilt | Apply an AR Filter to a Matrix |
arma | Form Plots Illustrating Patterns in ARMA Processes |
armacorr | Calculate ARMA Autocorrelation Function |
armadt | Simulate Data from an ARMA Process |
armapart | Calculate ARMA Partial Autocorrelation Function |
armapred | Calculate Exact Predictions for an ARMA Process |
armasp | Calculate ARMA Spectral Density Function |
arpart | Calculate AR Partial Autocorrelation Function |
arsp | Calculate AR Spectral Density |
arsppeak | Find Peak Frequencies in AR Spectra |
clip | Clip a Vector Above and Below |
coeffcsd | Calculate Asymptotic Standard Errors of ARMA MLE's |
corrar | Calculate AR Parameters from Autocorrelations |
corrarma | Calculate ARMA Parameters from Autocorrelations |
corrdt | Simulate Data Having Specified Autocorrelations |
corrma | Calculate MA Parameters from Autocorrelations |
crlag | Apply the Circular Shift Operator to a Vector |
diffeq | Find Future Values of a Difference Equation |
divpoly | Divide Two Polynomials |
dot | Calculate Inner Product of Two Vectors |
dtarma | Calculate Exact ARMA MLE's |
filt | Apply a Linear Filter to a Vector |
freqs | Form Vector of Natural (Nyquist) Frequencies |
infqnt | Plot Informative Quantile Function of a Data Set |
macorr | Calculate MA Autocorrelation Function |
madt | Simulate Data from an MA Process |
masmooth | Apply Moving Average Smoother to a Vector (S Version) |
masp | Calculate MA Spectral Density Function |
movave | Apply Moving Average Smoother to a Vector (Fortran Version) |
movbox | Form Quantities Needed for Moving Box Plot |
movord | Apply Moving Order Statistic Operator to a Vector |
multpoly | Multiply Two Polynomials |
odot | Form Outer Product of Two Vectors |
pacf | Calculate Sample Partial Autocorrelation Function |
partar | Calculate AR Coefficients from Autocorrelations |
perdgm | Calculate Periodogram of a Time Series |
plotsp | Form Plot of a (True or Sample) Spectral Density |
polyrt | Find the Roots of a Polynomial Given its Coefficients |
rtpoly | Find the Coefficients of a Polynomial Given its Roots |
rw | Simulate Data from a Random Walk Process |
schur | Form the Schur Matrix Corresponding to AR Parameters |
seasest | Calculate Box-Jenkins Estimates for a Seasonal ARIMA Model |
seaspred | Calculate Box-Jenkins Forecasts |
simcfs | Simulate Coeff. of a Polynomial with Zeros Outside Unit Circle |
stdf | Standardize a Vector |
swp | Sweep a Matrix |
swq | Sweep a Matrix |
tlpoly | Evaluate a Polynomial at a Vector of Points |
toepl | Form Symmetric Toeplitz Matrix Given its First Row |
tsvar | Calculate Sample Variance of a Time Series |
windowf | Calculate Nonparamteric Spectral Density Estimate |
wn | Simulate White Noise Data |
wntest | Form Plots for White Noise Test |