Automatic Univariate Time Series Modelling of many Kinds
UCcomponents
zplane
summary.ETS
summary.PTS
summary.TETS
sumStats
predict.UComp
conv
cusum
Accuracy
acft
AIC.UComp
ARIMA
ARIMAestim
dif
ARIMAmodel
ARIMAsetup
ARIMAvalidate
arma2tsi
armaFilter
auxInvBoxCox
BIC.UComp
box.cox
colMedians
ETS
ETScomponents
ETSestim
ETSmodel
ETSsetup
ETSvalidate
extract
fitted.ETS
gaussTest
getp0
ident
inv.box.cox
invBoxCox
modelUC2arma
modelUC2PTS
plot.ARIMA
plot.ETS
plotAcfPacf
plotBar
plotSlide
plus_one
print.ARIMA
PTS
PTS2modelUC
PTScomponents
PTSestim
PTSmodel
slideAux
PTSsetup
PTSvalidate
removeNaNs
residuals.ETS
roots
rowMedians
size
slide
summary.ARIMA
tests
TETS
TETScomponents
TETSestim
TETSmodel
TETSsetup
TETSvalidate
tsDisplay
UC
UCdisturb
UCestim
UCfilter
UChp
UCmodel
UComp
UCsetup
UCsmooth
UCvalidate
varTest
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>.