Statistics. Time Series Analysis Namespace
The Extreme.Statistics.TimeSeriesAnalysis namespace contains classes for working with time series data.
|Represents an AutoRegressive Integrated Moving Average (ARIMA) model.
|Represents an Augmented Dickey-Fuller (ADF) test for the presence of a unit root.
|Represents a model that implements exponential smoothing.
|Represents a "Generalized Autoregressive Conditional Heteroskedasticity" (GARCH) model.
|Contains functions useful for the analysis of time series.
|Represents a time-series model.
|Enumerates the types of regression used in the (Augmented) Dickey-Fuller Test.
|Enumerates the methods for computing an exponential smoothing model.
|Enumerates the ways in which the initial value for the trend is estimated.
|Enumerates the possible distributions for the innovations process in a GARCH model.