Module compute::timeseries

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.