Time Series Functions Methods
Methods
Augmented | Returns a new Augmented Dickey-Fuller test object for the presence of a unit root. |
Autocorrelation | Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order. |
Auto | Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order. |
Difference( | Computes a differenced time series. |
Difference( | Computes a differenced time series. |
Durbin | Returns the Durbin-Watson statistic for the specified residuals. |
Get | Returns a data frame containing information about the auto-correlation function of a series, optionally including confidence intervals and Ljung-Box Q statistics and p-values. |
Partial | Computes the Partial Auto-Correlation Function (PACF) from an Auto-Correlation Function (ACF). |