| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.univariate.sample | |
| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
ARMA model fitting and forecasting from an ordered observation history.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SampleAutoCorrelation
This is the sample Auto-Correlation Function (ACF) for a univariate data set.
|
class |
SamplePartialAutoCorrelation
This is the sample partial Auto-Correlation Function (PACF) for a univariate data set.
|
| Modifier and Type | Class and Description |
|---|---|
class |
AutoCorrelation
Compute the Auto-Correlation Function (ACF) for an AutoRegressive Moving Average (ARMA) model, assuming that
\(EX_{t} = 0\).
|
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