Package index

Create Specific Moving Averages

dfa_filter()

Direct Filter Approach

fst_filter()

Estimation of a filter using the Fidelity-Smoothness-Timeliness criteria

localpolynomials()

Apply Local Polynomials Filters

lp_filter()

Local Polynomials Filters

simple_ma()

Simple Moving Average

rkhs_filter()

Reproducing Kernel Hilbert Space (RKHS) Filters

rkhs_kernel()

Get RKHS kernel function

rkhs_optimal_bw()

Optimal Bandwith of Reproducing Kernel Hilbert Space (RKHS) Filters

rkhs_optimization_fun()

Optimization Function of Reproducing Kernel Hilbert Space (RKHS) Filters

get_kernel()

Get the coefficients of a kernel

Stastics on Moving Averages and estimates

cve() cv() loocve() rt() cp()

Diagnostics and goodness of fit of filtered series

diagnostic_matrix()

Compute quality criteria for asymmetric filters

fst()

FST criteria

implicit_forecast()

Retrieve implicit forecasts corresponding to the asymmetric filters

get_properties_function()

Get properties of filters

mse()

Accuracy/smoothness/timeliness criteria through spectral decomposition

var_estimator()

Variance Estimator

confint_filter()

Confidence intervals

Manipulation of Moving Averages and Finite Filters

filter()

Linear Filtering on a Time Series

sum(<moving_average>) `[`(<moving_average>,<numeric>) `[`(<moving_average>,<logical>) `[<-`(<moving_average>,<ANY>,<missing>,<numeric>) cbind(<moving_average>) rbind(<moving_average>) `+`(<moving_average>,<moving_average>) `+`(<moving_average>,<numeric>) `+`(<numeric>,<moving_average>) `+`(<moving_average>,<missing>) `-`(<moving_average>,<missing>) `-`(<moving_average>,<moving_average>) `-`(<moving_average>,<numeric>) `-`(<numeric>,<moving_average>) `*`(<moving_average>,<moving_average>) `*`(<moving_average>,<numeric>) `*`(<numeric>,<moving_average>) `*`(<ANY>,<moving_average>) `*`(<moving_average>,<ANY>) `/`(<moving_average>,<numeric>) `^`(<moving_average>,<numeric>) `*`(<finite_filters>,<moving_average>) `*`(<moving_average>,<finite_filters>) `*`(<finite_filters>,<numeric>) `*`(<ANY>,<finite_filters>) `*`(<finite_filters>,<ANY>) `+`(<numeric>,<finite_filters>) `+`(<finite_filters>,<moving_average>) `+`(<moving_average>,<finite_filters>) `+`(<finite_filters>,<missing>) `-`(<finite_filters>,<missing>) `-`(<finite_filters>,<moving_average>) `-`(<moving_average>,<finite_filters>) `-`(<finite_filters>,<numeric>) `-`(<numeric>,<finite_filters>) `/`(<finite_filters>,<numeric>) `^`(<finite_filters>,<numeric>) `*`(<finite_filters>,<finite_filters>) `+`(<finite_filters>,<finite_filters>) `-`(<finite_filters>,<finite_filters>) `[`(<finite_filters>,<missing>) `[`(<finite_filters>,<ANY>)

Operations on Filters

finite_filters() is.finite_filters() show(<finite_filters>)

Manipulating Finite Filters

get_moving_average()

Get Moving Averages from ARIMA model

impute_last_obs()

Impute Incomplete Finite Filters

moving_average() is.moving_average() is_symmetric() upper_bound() lower_bound() mirror() rev(<moving_average>) length(<moving_average>) to_seasonal() show(<moving_average>)

Manipulation of moving averages

plot_coef() plot_gain() plot_phase()

Plots filters properties

Data

retailsa

Seasonally Adjusted Retail Sales

Deprecated functions

cross_validation()

Deprecated function