Decomposition of Time Series Data
Change of Variable in the AutoCovariance Generating Function
Convert Autocovariances to Coefficients of a Moving Average
ARIMA-Model-Based Decomposition of Time Series
Compute Theoretical Autocovariances of an ARMA Model
Canonical Decomposition
Compare ACF of Theoretical, Estimator and Empirical Component
Plot Method for tsdecFilter Objects
Double-Sided Symmetric Linear Filter
Partial Fraction Decomposition
Polynomial Operations and Utilities
Pseudo-Spectrum of an ARIMA Model
Allocation of Autoregressive Roots
ARIMA-Model-Based Decomposition of Time Series Data
ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) <DOI:10.2307/2982132> and Hillmer and Tiao (1982) <DOI:10.2307/2287770>.