armaselect implements the MINIC (Minimum Information Criterion) identification method and returns the nbmod best ARMA models, with respect to the Schwarz's Bayesian Criterion (sbc).
● Data Source:
CranContrib
● Keywords: ts
● Alias: armaselect
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cor.arma
(Package: caschrono) :
Correlation matrix of the parameters for an Arima model
Computes the correlation matrix for the estimated parameters of an Arima model.
● Data Source:
CranContrib
● Keywords: ts
● Alias: cor.arma
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acf2y
(Package: caschrono) :
Plots of the ACF and PACF of a time series
Plots of the ACF and PACF at the same lags
● Data Source:
CranContrib
● Keywords: ts
● Alias: acf2y
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t_stat
(Package: caschrono) :
Arima coefficients tests
It computes the t-statistics tests for the coefficients of an Arima model
● Data Source:
CranContrib
● Keywords: ts
● Alias: t_stat
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plotacfthemp
(Package: caschrono) :
Plots the ACF and PACF of a theoretical ARMA model and the empirical ACF and PACF of an observed series
plotacfthemp plots the ACF and PACF of a theoretical ARMA model and the empirical ACF and PACF of an observed series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: plotacfthemp
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Box.test.2 computes at different lags, a 'Portemanteau' statistic for testing that a time series is a white noise.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Box.test.2
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xy.acfb
(Package: caschrono) :
Representation of a time series and its ACF and PACF
xy.acfb plots a time series and its ACF and PACF at the same lags.
● Data Source:
CranContrib
● Keywords: ts
● Alias: xy.acfb
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Functions, data sets and exercises solutions for the book 'S<c3><a9>ries temporelles avec R - M<c3><a9>thodes et cas' (Yves Aragon, Springer, 2011). For all chapters, a vignette is available with some additional material and exercises solutions.
● Data Source:
CranContrib
● Keywords: ts
● Alias: caschrono, caschrono-package
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plot2acf
(Package: caschrono) :
ACF plots of two series
Plots the ACF of two series at the same lags
● Data Source:
CranContrib
● Keywords: ts
● Alias: plot2acf
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providing 
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