tswge2.1.0 package

Calculate psi weights for an ARMA model

Function to Calculate the Rolling Window RMSE

Function to Calculate the Rolling Window RMSE

Smoothed Periodogram using Parzen Window

Simple Linear Regression

AR Model Identification for AR models

AR Model Identification using Burg Estimates

ARMA Model Identification

Return top 5 AIC, AICC, or BIC picks for AR model fits

Return top 5 AIC, AICC, or BIC picks

Perform Ar transformations

Calculate backcast residuals

Perform Butterworth Filter

Cochrane-Orcutt test for trend

Estimate parameters of an AR(p) model

Function to calculate ML estimates of parameters of stationary ARMA mo...

Estimate the parameters of a FARMA model.

Estimate the parameters of a GARMA model.

Estimate the value of lambda and offset to produce a stationary dual.

Exponential Smoothing

Create a factor table and AR components for an AR realization

Produce factor table for a kth order AR or MA model

Function for forecasting from known model which may have (1-B)^d and/o...

Forecast from known model

Function for forecasting from known model which may have (1-B)^d, seas...

Forecast using a FARMA model

Forecast using a GARMA model

Forecast using a G(lambda) model

Forecasting signal plus noise models

Calculates Gegenbauer polynomials

Generate a realization from an ARCH(q0) model

Function to generate an ARIMA (or ARMA) realization

Function to generate an ARMA realization

Function to generate an ARUMA (or ARMA or ARIMA) realization

Generate a realization from a GARCH(p0,q0) model

Function to generate a GARMA realization

Function to generate a Gegenbauer realization

Function to generate a g(lambda) realization

Generate data from a signal-plus-noise model

Function to calculate the Hilbert transformation of a given real value...

Instantaneous spectrum

Sample instantaneous spectrum based on periodogram

Kalman filter for simple signal plus noise model with missing data

Kalman filter for simple signal plus noise model

Ljung-Box Test

Predictive or rolling moving average

Centered Moving Average Smoother

Calculate coefficients of the general linear process form of a Gegenba...

Multiply Factors

Compute partial autocorrelations

Smoothed Periodogram using Parzen Window

Calculate the periodogram

Calculate pi weights for an ARMA model

Plots Discrete Wavelet Transform (DWT)

Plots MRA plot)

Calculate and plot the periodogram and Parzen window estimates with di...

Plot Data, Sample Autocorrelations, Periodogram, and Parzen Spectral E...

Plot of generated data, true autocorrelations and true spectral densit...

Plot a time series realization

Transforms TVF data set to a dual data set

Transforms dual data set back to original time scale

True ARMA autocorrelations

True ARMA Spectral Density

True FARMA autocorrelations

True GARMA autocorrelations

Time Series package for Woodward, Gray, and Elliott text

Plot the roots of the characteristic equation on the complex plain.

Woodward-Bottone-Gray test for trend

Function to calculate Wigner Ville spectrum