Automatic Univariate Time Series Modelling of many Kinds
getp0
ident
inv.box.cox
invBoxCox
plot.ARIMA
plot.ETS
plotAcfPacf
plotBar
plotSlide
plus_one
predict.UComp
print.ARIMA
removeNaNs
residuals.ETS
roots
rowMedians
size
slide
slideAux
summary.ARIMA
summary.ETS
summary.TETS
sumStats
tests
TETS
TETScomponents
TETSestim
TETSforecast
TETSsetup
TETSvalidate
tsDisplay
UC
UCcomponents
UCdisturb
ARIMA
ARIMAestim
conv
cusum
dif
Accuracy
acft
AIC.UComp
ARIMAforecast
ARIMAsetup
ARIMAvalidate
arma2tsi
armaFilter
auxInvBoxCox
BIC.UComp
box.cox
colMedians
ETS
ETScomponents
ETSestim
ETSforecast
ETSsetup
ETSvalidate
extract
fitted.ETS
gaussTest
UCestim
UCfilter
UCforecast
UChp
UComp
UCsetup
UCsmooth
UCvalidate
varTest
zplane
Comprehensive analysis and forecasting of univariate time series using automatic time series models of many kinds. Harvey AC (1989) <doi:10.1017/CBO9781107049994>. Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>. Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>. Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>. Gómez V, Maravall A (2000) <doi:10.1002/9781118032978>. Pedregal DJ, Trapero JR and Holgado E (2024) <doi:10.1016/j.ijforecast.2023.09.004>.