Module compute::timeseries [−][src]
Models and functions for time series analysis.
Structs
AR | Implements an autoregressive models. |
Functions
acf | Calculates the autocorrelation of lag (-)k of a vector of time series data, assuming that the points are equally spaced in time. |
acovf | Calculates the autocovariance of lag (-)k of a vector of time series data, assuming that the points are equally spaced in time. |
difference | Applies a single differencing operation to a vector. Note that the length of the vector is shortened by one. |