| sarima-package | Package sarima Simulation and Prediction with Seasonal ARIMA Models |
| acfGarchTest | Tests for weak white noise |
| acfIidTest | Carry out IID tests using sample autocorrelations |
| acfIidTest-method | Carry out IID tests using sample autocorrelations |
| acfIidTest-methods | Carry out IID tests using sample autocorrelations |
| acfMaTest | Autocorrelation test for MA(q) |
| acfOfSquaredArmaModel | Covariances of sample autocorrelations |
| acfWnTest | Tests for weak white noise |
| armaacf | Crosscovariances between an ARMA process and its innovations |
| armaccf_xe | Crosscovariances between an ARMA process and its innovations |
| ArmaModel | Create ARMA objects |
| ArmaModel-class | Classes ArmaModel, ArModel and MaModel in package sarima |
| ArmaSpectrum-class | Class '"ArmaSpectrum"' |
| arma_Q0bis | Computing the initial state covariance matrix of ARMA |
| arma_Q0Gardner | Computing the initial state covariance matrix of ARMA |
| arma_Q0gnb | Compute the initial state covariance of ARMA model |
| arma_Q0gnbR | Computing the initial state covariance matrix of ARMA |
| arma_Q0naive | Computing the initial state covariance matrix of ARMA |
| ArModel | Create ARMA objects |
| ArModel-class | Classes ArmaModel, ArModel and MaModel in package sarima |
| as.SarimaModel | Convert S3 model objects to class SarimaModel |
| as.SarimaModel.Arima | Convert S3 model objects to class SarimaModel |
| autocorrelations | Compute autocorrelations and related quantities |
| autocorrelations-method | Methods for function autocorrelations() |
| autocorrelations-methods | Methods for function autocorrelations() |
| autocovariances | Compute autocorrelations and related quantities |
| autocovariances-method | Methods for function autocovariances() |
| autocovariances-methods | Methods for function autocovariances() |
| backwardPartialCoefficients | Compute autocorrelations and related quantities |
| backwardPartialVariances | Compute autocorrelations and related quantities |
| coerce-method | setAs methods in package sarima |
| coerce-methods | setAs methods in package sarima |
| confint | Confidence and acceptance intervals in package sarima |
| confint-method | Confidence and acceptance intervals in package sarima |
| filterCoef | Coefficients and other basic properties of filters |
| filterCoef-method | Methods for filterCoef() |
| filterCoef-methods | Methods for filterCoef() |
| filterOrder | Coefficients and other basic properties of filters |
| filterOrder-method | Methods for function 'filterOrder' in package 'sarima' |
| filterOrder-methods | Methods for function 'filterOrder' in package 'sarima' |
| filterPoly | Coefficients and other basic properties of filters |
| filterPoly-method | Methods for 'filterPoly' in package 'sarima' |
| filterPoly-methods | Methods for 'filterPoly' in package 'sarima' |
| filterPolyCoef | Coefficients and other basic properties of filters |
| filterPolyCoef-method | Methods for filterPolyCoef |
| filterPolyCoef-methods | Methods for filterPolyCoef |
| FisherInformation | Fisher information |
| FisherInformation-method | Fisher information |
| FisherInformation-methods | Fisher information |
| FisherInformation.Arima | Fisher information |
| fun.forecast | Forecasting functions for seasonal ARIMA models |
| InterceptSpec-class | Class InterceptSpec |
| isStationaryModel | Check if a model is stationary |
| isStationaryModel-method | Check if a model is stationary |
| isStationaryModel-methods | Check if a model is stationary |
| MaModel | Create ARMA objects |
| MaModel-class | Classes ArmaModel, ArModel and MaModel in package sarima |
| modelCenter | model center |
| modelCenter-method | model center |
| modelCenter-methods | model center |
| modelCoef | Get the coefficients of models |
| modelCoef-method | Methods for generic function modelCoef |
| modelCoef-methods | Methods for generic function modelCoef |
| modelIntercept | Give the intercept parameter of a model |
| modelIntercept-method | Give the intercept parameter of a model |
| modelIntercept-methods | Give the intercept parameter of a model |
| modelOrder | Get the model order and other properties of models |
| modelOrder-method | Get the order of a model |
| modelOrder-methods | Get the order of a model |
| modelPoly | Get the model order and other properties of models |
| modelPoly-method | Get polynomials associated with SARIMA models |
| modelPoly-methods | Get polynomials associated with SARIMA models |
| modelPolyCoef | Get the model order and other properties of models |
| modelPolyCoef-method | Methods for modelPolyCoef |
| modelPolyCoef-methods | Methods for modelPolyCoef |
| nSeasons | Number of seasons |
| nSeasons-method | Number of seasons |
| nSeasons-methods | Number of seasons |
| nUnitRoots | Number of unit roots in a model |
| nUnitRoots-method | Number of unit roots in a model |
| nUnitRoots-methods | Number of unit roots in a model |
| nvarOfAcfKP | Compute variances of autocorrelations under ARCH-type hypothesis |
| nvcovOfAcf | Covariances of sample autocorrelations |
| nvcovOfAcfBD | Covariances of sample autocorrelations |
| partialAutocorrelations | Compute autocorrelations and related quantities |
| partialAutocorrelations-method | Methods for function partialAutocorrelations |
| partialAutocorrelations-methods | Methods for function partialAutocorrelations |
| partialAutocovariances | Compute autocorrelations and related quantities |
| partialCoefficients | Compute autocorrelations and related quantities |
| partialVariances | Compute autocorrelations and related quantities |
| periodogram | Obtain the most important period lags of a time series according to a periodogram. |
| plot-method | Class '"ArmaSpectrum"' |
| plot-method | Class '"Spectrum"' |
| plot-method | Plot methods in package sarima |
| plot-methods | Plot methods in package sarima |
| plot.ArmaSpectrum | Class '"ArmaSpectrum"' |
| plot.Spectrum | Class '"Spectrum"' |
| prepareSimSarima | Prepare SARIMA simulations |
| print.ArmaSpectrum | Class '"ArmaSpectrum"' |
| print.genspec | Spectral Density |
| print.simSarimaFun | Prepare SARIMA simulations |
| print.Spectrum | Class '"Spectrum"' |
| sarima | Fit extended SARIMA models |
| SarimaModel-class | Class SarimaModel in package sarima |
| se | Compute standard errors |
| setAs | setAs methods in package sarima |
| show-method | Class '"ArmaSpectrum"' |
| show-method | Class '"Spectrum"' |
| sigmaSq | Get the innovation variance of models |
| sigmaSq-method | Get the innovation variance of models |
| sigmaSq-methods | Get the innovation variance of models |
| sim_sarima | Simulate trajectories of seasonal arima models |
| spec | Spectral Density |
| spectrum | Spectral Density |
| Spectrum-class | Class '"Spectrum"' |
| spectrum-method | Spectral Density |
| spectrum.Arima | Spectral Density |
| spectrum.ArmaModel | Spectral Density |
| spectrum.default | Spectral Density |
| spectrum.function | Spectral Density |
| spectrum.SarimaModel | Spectral Density |
| summary.SarimaFilter | Methods for summary in package sarima |
| summary.SarimaModel | Methods for summary in package sarima |
| summary.SarimaSpec | Methods for summary in package sarima |
| tsdiag | Diagnostic Plots for fitted seasonal ARIMA models |
| tsdiag.Sarima | Diagnostic Plots for fitted seasonal ARIMA models |
| vcov | Compute standard errors |
| vcov-method | Compute standard errors |
| whiteNoiseTest | White noise tests |
| xarmaFilter | Applies an extended ARMA filter to a time series |