| accurate |
Accurate Computation |
| adf.test |
Augmented Dickey-Fuller Test |
| arch.test |
ARCH Engle's Test for Residual Heteroscedasticity |
| aTSA |
Alternative Time Series Analysis |
| coint.test |
Cointegration Test |
| ecm |
Error Correction Model |
| estimate |
Estimate an ARIMA Model |
| expsmooth |
Simple Exponential Smoothing |
| forecast |
Forecast From ARIMA Fits |
| Holt |
Holt's Two-parameter Exponential Smoothing |
| identify |
Identify a Time Series Model |
| kpss.test |
Kwiatkowski-Phillips-Schmidt-Shin Test |
| MA |
Moving Average Filter |
| pp.test |
Phillips-Perron Test |
| stationary.test |
Stationary Test for Univariate Time Series |
| stepar |
Stepwise Autoregressive Model |
| trend.test |
Trend Test |
| ts.diag |
Diagnostics for ARIMA fits |
| Winters |
Winters Three-parameter Smoothing |
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)