Module arima::util

Functions

• center
  Center vector, i.e. remove the mean from each element. Returns a tuple containing the centered vector and the mean.
• cumsum
  Calculate the cumulative sum of a vector.
• diff
  Returns a n-1 vector containing the pairwise difference x_t - x_t-1.
• diff_log
  Returns a n-1 vector containing the pairwise difference of log(x_t) - log(x_t-1).
• diffinv
  Calculate the inverse difference of a vector.
• lag
  Returns a n-tau vector containing the time series lagged by tau.
• mean
  Calculate the mean of a vector.