Simulation and Prediction with Seasonal ARIMA Models


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Documentation for package ‘sarima’ version 0.5-2

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sarima-package Package sarima Simulation and Prediction with Seasonal ARIMA Models

-- A --

acfGarchTest Test for GARCH white noise
acfIidTest Carry out IID tests using sample autocorrelations
acfIidTest-method Carry out IID tests using sample autocorrelations
acfIidTest-methods Carry out IID tests using sample autocorrelations
acfMaTest Autocorrelation test for MA(q)
acfOfSquaredArmaModel Covariances of sample autocorrelations
arCoef Get coefficients and order ARMA filter objects
arCoef-method Get coefficients and order ARMA filter objects
ArFilter-class Undocumented classes in package sarima
armaacf Crosscovariances between an ARMA process and its innovations
armaccf_xe Crosscovariances between an ARMA process and its innovations
ArmaFilter-class Undocumented classes in package sarima
ArmaModel-class Classes ArmaModel, ArModel and MaModel in package sarima
ArmaSpec-class Undocumented classes in package sarima
ArModel-class Classes ArmaModel, ArModel and MaModel in package sarima
arOrder Get coefficients and order ARMA filter objects
arOrder-method Get coefficients and order ARMA filter objects
arPolyCoef Get coefficients and order ARMA filter objects
arPolyCoef-method Get coefficients and order ARMA filter objects
autocorrelations Compute autocorrelations and related quantities
Autocorrelations-class Undocumented classes in package sarima
autocorrelations-method Methods for function autocorrelations()
autocorrelations-methods Methods for function autocorrelations()
AutocovarianceModel-class Undocumented classes in package sarima
autocovariances Compute autocorrelations and related quantities
Autocovariances-class Undocumented classes in package sarima
autocovariances-method Methods for function autocovariances()
autocovariances-methods Methods for function autocovariances()
AutocovarianceSpec-class Undocumented classes in package sarima

-- B --

BD-class Undocumented classes in package sarima
BJ-class Undocumented classes in package sarima
BJFilter-class Undocumented classes in package sarima

-- C --

coerce-method setAs methods in package sarima
coerce-methods setAs methods in package sarima
ComboAutocorrelations-class Undocumented classes in package sarima
ComboAutocovariances-class Undocumented classes in package sarima

-- F --

filterCoef Coefficients and other basic properties of filters
filterCoef-method Methods for filterCoef()
filterCoef-methods Methods for filterCoef()
filterOrder Coefficients and other basic properties of filters
filterOrder-method Methods for filterOrder()
filterOrder-methods Methods for filterOrder()
filterPoly Coefficients and other basic properties of filters
filterPoly-method Methods for filterPoly
filterPoly-methods Methods for filterPoly
filterPolyCoef Coefficients and other basic properties of filters
filterPolyCoef-method Methods for filterPolyCoef
filterPolyCoef-methods Methods for filterPolyCoef
Fitted-class Undocumented classes in package sarima
fun.forecast Forecasting functions for seasonal ARIMA models

-- I --

InterceptSpec-class Class InterceptSpec
isStationaryModel Check if a model is stationary
isStationaryModel-method Check if a model is stationary
isStationaryModel-methods Check if a model is stationary

-- M --

maCoef Get coefficients and order ARMA filter objects
maCoef-method Get coefficients and order ARMA filter objects
MaFilter-class Undocumented classes in package sarima
MaModel-class Classes ArmaModel, ArModel and MaModel in package sarima
maOrder Get coefficients and order ARMA filter objects
maOrder-method Get coefficients and order ARMA filter objects
maPolyCoef Get coefficients and order ARMA filter objects
maPolyCoef-method Get coefficients and order ARMA filter objects
modelCenter model center
modelCenter-method model center
modelCenter-methods model center
modelCoef Get the coefficients of models
modelCoef-method Methods for generic function modelCoef
modelCoef-methods Methods for generic function modelCoef
modelIntercept Give the intercept parameter of a model
modelIntercept-method Give the intercept parameter of a model
modelIntercept-methods Give the intercept parameter of a model
modelOrder Get the model order and other properties of models
modelOrder-method Get the order of a model
modelOrder-methods Get the order of a model
modelPoly Get the model order and other properties of models
modelPoly-method Get polynomials associated with SARIMA models
modelPoly-methods Get polynomials associated with SARIMA models
modelPolyCoef Get the model order and other properties of models
modelPolyCoef-method Methods for modelPolyCoef
modelPolyCoef-methods Methods for modelPolyCoef
MonicFilterSpec-class Undocumented classes in package sarima

-- N --

nSeasons Number of seasons
nSeasons-method Number of seasons
nSeasons-methods Number of seasons
nUnitRoots Number of unit roots in a model
nUnitRoots-method Number of unit roots in a model
nUnitRoots-methods Number of unit roots in a model
nvcovOfAcf Covariances of sample autocorrelations
nvcovOfAcfBD Covariances of sample autocorrelations

-- P --

partialAutocorrelations Compute autocorrelations and related quantities
PartialAutocorrelations-class Undocumented classes in package sarima
partialAutocorrelations-method Methods for function partialAutocorrelations
partialAutocorrelations-methods Methods for function partialAutocorrelations
partialAutocovariances Compute autocorrelations and related quantities
PartialAutocovariances-class Undocumented classes in package sarima
partialVariances Compute autocorrelations and related quantities
PartialVariances-class Undocumented classes in package sarima
plot-method Plot methods in package sarima
plot-methods Plot methods in package sarima
prepareSimSarima Prepare SARIMA simulations
print.simSarimaFun Prepare SARIMA simulations

-- S --

SampleAutocorrelations-class Undocumented classes in package sarima
SampleAutocovariances-class Undocumented classes in package sarima
SamplePartialAutocorrelations-class Undocumented classes in package sarima
SamplePartialAutocovariances-class Undocumented classes in package sarima
SamplePartialVariances-class Undocumented classes in package sarima
sarima Package sarima Simulation and Prediction with Seasonal ARIMA Models
SarimaFilter-class Undocumented classes in package sarima
SarimaModel-class Class SarimaModel in package sarima
SarimaSpec-class Undocumented classes in package sarima
setAs setAs methods in package sarima
sigmaSq Get the innovation variance of models
sigmaSq-method Get the innovation variance of models
sigmaSq-methods Get the innovation variance of models
sim_sarima Simulate trajectories of seasonal arima models
SP-class Undocumented classes in package sarima
SPFilter-class Undocumented classes in package sarima
summary.SarimaFilter Methods for summary in package sarima
summary.SarimaModel Methods for summary in package sarima
summary.SarimaSpec Methods for summary in package sarima

-- V --

VirtualArimaModel-class Undocumented classes in package sarima
VirtualAriModel-class Undocumented classes in package sarima
VirtualArmaFilter-class Undocumented classes in package sarima
VirtualArmaModel-class Undocumented classes in package sarima
VirtualArModel-class Undocumented classes in package sarima
VirtualAutocorelationModel-class Undocumented classes in package sarima
VirtualAutocorrelations-class Undocumented classes in package sarima
VirtualAutocovarianceModel-class Undocumented classes in package sarima
VirtualAutocovariances-class Undocumented classes in package sarima
VirtualAutocovarianceSpec-class Undocumented classes in package sarima
VirtualBJFilter-class Undocumented classes in package sarima
VirtualCascadeFilter-class Undocumented classes in package sarima
VirtualFilterModel-class Undocumented classes in package sarima
VirtualImaModel-class Undocumented classes in package sarima
VirtualIntegratedModel-class Undocumented classes in package sarima
VirtualMaModel-class Undocumented classes in package sarima
VirtualMeanModel-class Undocumented classes in package sarima
VirtualMonicFilter-class Undocumented classes in package sarima
VirtualMonicFilterSpec-class Undocumented classes in package sarima
VirtualPartialAutocorelationModel-class Undocumented classes in package sarima
VirtualPartialAutocovarianceModel-class Undocumented classes in package sarima
VirtualSarimaFilter-class Undocumented classes in package sarima
VirtualSarimaModel-class Undocumented classes in package sarima
VirtualSPFilter-class Undocumented classes in package sarima
VirtualStationaryModel-class Undocumented classes in package sarima
VirtualWhiteNoiseModel-class Undocumented classes in package sarima

-- W --

whiteNoiseTest White noise tests

-- X --

xarmaFilter Applies an extended ARMA filter to a time series