Package: tsdecomp 0.2
Javier López-de-Lacalle
tsdecomp: 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>.
Authors:
tsdecomp_0.2.tar.gz
tsdecomp_0.2.tar.gz(r-4.5-noble)tsdecomp_0.2.tar.gz(r-4.4-noble)
tsdecomp_0.2.tgz(r-4.4-emscripten)tsdecomp_0.2.tgz(r-4.3-emscripten)
tsdecomp.pdf |tsdecomp.html✨
tsdecomp/json (API)
NEWS
| # Install 'tsdecomp' in R: |
| install.packages('tsdecomp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:c66ae28155. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 05 2024 |
| R-4.5-linux | OK | Dec 05 2024 |
Exports:acgf2polyacov2maacov2ma.initARIMAdecARMAacovcanonical.decompositioncompare.acfdsfilterfilteringpartial.fractionpoly2acgfpolydivpolyevalpolyprodpolystringpseudo.spectrumroots.allocationroots2poly
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| ARIMA-Model-Based Decomposition of Time Series Data | tsdecomp-package tsdecomp |
| Change of Variable in the AutoCovariance Generating Function | acgf2poly poly2acgf print.tsdecMAroots |
| Convert Autocovariances to Coefficients of a Moving Average | acov2ma acov2ma.init |
| ARIMA-Model-Based Decomposition of Time Series | ARIMAdec plot.ARIMAdec print.ARIMAdec |
| Compute Theoretical Autocovariances of an ARMA Model | ARMAacov |
| Canonical Decomposition | canonical.decomposition print.tsdecCanDec |
| Compare ACF of Theoretical, Estimator and Empirical Component | compare.acf plot.tsdecAcf |
| Double-Sided Symmetric Linear Filter | dsfilter filtering |
| Partial Fraction Decomposition | partial.fraction |
| Plot Method for 'tsdecFilter' Objects | plot.tsdecFilter |
| Polynomial Operations and Utilities | polydiv polyeval polyprod polystring roots2poly |
| Pseudo-Spectrum of an ARIMA Model | print.tsdecPSP pseudo.spectrum |
| Allocation of Autoregressive Roots | plot.tsdecARroots print.tsdecARroots roots.allocation |