Stationary Gaussian ARMA Processes and Other Time-Series Utilities

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Documentation for package ‘ts.extend’ version 0.1.1

Help Pages

ARMA.autocov Auto-covariance/auto-correlation function for the stationary ARMA model
ARMA.var Covariance/correlation matrix for the stationary ARMA model
dGARMA Density function for the stationary GARMA distribution
garma Simulated example data set
intensity Compute the spectral intensity of a time-series vector/matrix
pGARMA Cumulative distribution function for the stationary GARMA distribution
plot.intensity Plot scatterplot matrix of intensity vectors
plot.spectrum.test Plot of the Permutation-Spectrum Test
plot.time.series Plot scatterplot matrix of time-series vectors
rGARMA Generate random vectors from the stationary GARMA distribution
SERIES Simulated example data set
SERIES1 Simulated example data set
spectrum.test Permutation-spectrum test for time-series data