R: Simulation and Prediction with Seasonal ARIMA Models

# Simulation and Prediction with Seasonal ARIMA Models

## Documentation for package ‘sarima’ version 0.9.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

A B C F I M N P S T V W X

sarima-package | Package sarima Simulation and Prediction with Seasonal ARIMA Models

## -- A --

acfGarchTest | Tests for weak white noise
acfIidTest | Carry out IID tests using sample autocorrelations
acfIidTest-method | Carry out IID tests using sample autocorrelations
acfIidTest-methods | Carry out IID tests using sample autocorrelations
acfMaTest | Autocorrelation test for MA(q)
acfOfSquaredArmaModel | Covariances of sample autocorrelations
acfWnTest | Tests for weak white noise
armaacf | Crosscovariances between an ARMA process and its innovations
armaccf_xe | Crosscovariances between an ARMA process and its innovations
ArmaModel | Create ARMA objects
ArmaModel-class | Classes ArmaModel, ArModel and MaModel in package sarima
ArmaSpectrum-class | Class '"ArmaSpectrum"'
arma_Q0bis | Computing the initial state covariance matrix of ARMA
arma_Q0Gardner | Computing the initial state covariance matrix of ARMA
arma_Q0gnb | Compute the initial state covariance of ARMA model
arma_Q0gnbR | Computing the initial state covariance matrix of ARMA
arma_Q0naive | Computing the initial state covariance matrix of ARMA
ArModel | Create ARMA objects
ArModel-class | Classes ArmaModel, ArModel and MaModel in package sarima
as.SarimaModel | Convert S3 model objects to class SarimaModel
as.SarimaModel.Arima | Convert S3 model objects to class SarimaModel
autocorrelations | Compute autocorrelations and related quantities
autocorrelations-method | Methods for function autocorrelations()
autocorrelations-methods | Methods for function autocorrelations()
autocovariances | Compute autocorrelations and related quantities
autocovariances-method | Methods for function autocovariances()
autocovariances-methods | Methods for function autocovariances()

## -- B --

backwardPartialCoefficients | Compute autocorrelations and related quantities
backwardPartialVariances | Compute autocorrelations and related quantities

## -- C --

coerce-method | setAs methods in package sarima
coerce-methods | setAs methods in package sarima
confint | Confidence and acceptance intervals in package sarima
confint-method | Confidence and acceptance intervals in package sarima

## -- F --

filterCoef | Coefficients and other basic properties of filters
filterCoef-method | Methods for filterCoef()
filterCoef-methods | Methods for filterCoef()
filterOrder | Coefficients and other basic properties of filters
filterOrder-method | Methods for function 'filterOrder' in package 'sarima'
filterOrder-methods | Methods for function 'filterOrder' in package 'sarima'
filterPoly | Coefficients and other basic properties of filters
filterPoly-method | Methods for 'filterPoly' in package 'sarima'
filterPoly-methods | Methods for 'filterPoly' in package 'sarima'
filterPolyCoef | Coefficients and other basic properties of filters
filterPolyCoef-method | Methods for filterPolyCoef
filterPolyCoef-methods | Methods for filterPolyCoef
FisherInformation | Fisher information
FisherInformation-method | Fisher information
FisherInformation-methods | Fisher information
FisherInformation.Arima | Fisher information
fun.forecast | Forecasting functions for seasonal ARIMA models

## -- I --

InterceptSpec-class | Class InterceptSpec
isStationaryModel | Check if a model is stationary
isStationaryModel-method | Check if a model is stationary
isStationaryModel-methods | Check if a model is stationary

## -- M --

MaModel | Create ARMA objects
MaModel-class | Classes ArmaModel, ArModel and MaModel in package sarima
modelCenter | model center
modelCenter-method | model center
modelCenter-methods | model center
modelCoef | Get the coefficients of models
modelCoef-method | Methods for generic function modelCoef
modelCoef-methods | Methods for generic function modelCoef
modelIntercept | Give the intercept parameter of a model
modelIntercept-method | Give the intercept parameter of a model
modelIntercept-methods | Give the intercept parameter of a model
modelOrder | Get the model order and other properties of models
modelOrder-method | Get the order of a model
modelOrder-methods | Get the order of a model
modelPoly | Get the model order and other properties of models
modelPoly-method | Get polynomials associated with SARIMA models
modelPoly-methods | Get polynomials associated with SARIMA models
modelPolyCoef | Get the model order and other properties of models
modelPolyCoef-method | Methods for modelPolyCoef
modelPolyCoef-methods | Methods for modelPolyCoef

## -- N --

nSeasons | Number of seasons
nSeasons-method | Number of seasons
nSeasons-methods | Number of seasons
nUnitRoots | Number of unit roots in a model
nUnitRoots-method | Number of unit roots in a model
nUnitRoots-methods | Number of unit roots in a model
nvarOfAcfKP | Compute variances of autocorrelations under ARCH-type hypothesis
nvcovOfAcf | Covariances of sample autocorrelations
nvcovOfAcfBD | Covariances of sample autocorrelations

## -- P --

partialAutocorrelations | Compute autocorrelations and related quantities
partialAutocorrelations-method | Methods for function partialAutocorrelations
partialAutocorrelations-methods | Methods for function partialAutocorrelations
partialAutocovariances | Compute autocorrelations and related quantities
partialCoefficients | Compute autocorrelations and related quantities
partialVariances | Compute autocorrelations and related quantities
periodogram | Obtain the most important period lags of a time series according to a periodogram.
plot-method | Class '"ArmaSpectrum"'
plot-method | Class '"Spectrum"'
plot-method | Plot methods in package sarima
plot-methods | Plot methods in package sarima
plot.ArmaSpectrum | Class '"ArmaSpectrum"'
plot.Spectrum | Class '"Spectrum"'
prepareSimSarima | Prepare SARIMA simulations
print.ArmaSpectrum | Class '"ArmaSpectrum"'
print.genspec | Spectral Density
print.simSarimaFun | Prepare SARIMA simulations
print.Spectrum | Class '"Spectrum"'

## -- S --

sarima | Fit extended SARIMA models
SarimaModel-class | Class SarimaModel in package sarima
se | Compute standard errors
setAs | setAs methods in package sarima
show-method | Class '"ArmaSpectrum"'
show-method | Class '"Spectrum"'
sigmaSq | Get the innovation variance of models
sigmaSq-method | Get the innovation variance of models
sigmaSq-methods | Get the innovation variance of models
sim_sarima | Simulate trajectories of seasonal arima models
spec | Spectral Density
spectrum | Spectral Density
Spectrum-class | Class '"Spectrum"'
spectrum-method | Spectral Density
spectrum.Arima | Spectral Density
spectrum.ArmaModel | Spectral Density
spectrum.default | Spectral Density
spectrum.function | Spectral Density
spectrum.SarimaModel | Spectral Density
summary.SarimaFilter | Methods for summary in package sarima
summary.SarimaModel | Methods for summary in package sarima
summary.SarimaSpec | Methods for summary in package sarima

## -- T --

tsdiag | Diagnostic Plots for fitted seasonal ARIMA models
tsdiag.Sarima | Diagnostic Plots for fitted seasonal ARIMA models

## -- V --

vcov | Compute standard errors
vcov-method | Compute standard errors

## -- W --

whiteNoiseTest | White noise tests

## -- X --

xarmaFilter | Applies an extended ARMA filter to a time series