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