ARIMA Models

Computes least-squares or method of moments estimates
of parameters.......................................................................................................... arma

Computes maximum likelihood estimates of
parameters...................................................................................................... max_arma

Computes forecasts and
their associated probability limits................................................................. arma_forecast

Fit a univariate, non-seasonal ARIMA time
series model.......................................................................................... regression_arima

            Automatic  ARIMA Selection and Fitting Utilities

Automatic selection and fitting of a univariate
autoregressive time series model..................................................................... auto_uni_ar

Estimates the optimum seasonality parameters for a
time series using an autoregressive model....................................................... seasonal_fit

Detects and determines outliers and simultaneously estimates
the model parameters in a time series............................................. ts_outlier_identification

Computes forecasts for an outlier contaminated
time series .......................................................................................... ts_outlier_forecast

Automatic ARIMA modeling and forecasting in the
presence of possible outliers............................................................................ auto_arima

Estimates strutural breaks in non-stationary
univariate time series models............................................................................ auto_parm

            Model Construction and Evaluation Utilities

Performs a Box-Cox transformation....................................................... box_cox_transform

Performs differencing on a time series................................................................. difference

Sample autocorrelation function.................................................................. autocorrelation

Computes the sample cross
correlation function................................................................................... crosscorrelation

Computes the multichannel cross-correlation
function.......................................................................................... multi_crosscorrelation

Sample partial autocorrelation function.............................................. partial_autocorrelation

Lack-of-fit test based on the correlation function.................................................. lack_of_fit

Estimates missing values in a time series............................................... estimate_missing

            Exponential Smoothing Methods

Holt-Winters additive or multiplicative method.............................................. hw_time_series

            GARCH Modeling

Computes estimates of the parameters of a GARCH
(p,q) model............................................................................................................. garch

            State-Space Models

Performs Kalman filtering and evaluates the likelihood
function for the state-space model.......................................................................... kalman

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