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Univariate Time Series Analysis & Forecasting - Time Series |
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(Partial) Autocorrelation Function | computes the autocorrelation and partial autocorrelation function for any univariate time series
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Variance Reduction Matrix | computes the Variance Reduction Matrix that can be used to determine which combination of seasonal and non-seasonal differencing.
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Standard Deviation-Mean Plot | computes the Standard Deviation-Mean Plot and the Range Mean Plot
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Spectral Analysis | computes the raw periodogram and the cumulative periodogram of a univariate time series (with the 95% Kolmogorov-Smirnov confidence intervals)
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ARIMA Backward Selection | computes the ARIMA Backward Selection approach
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ARIMA Forecasting | computes the forecasts of a univariate ARIMA model.
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Classical Decomposition | computes the Classical Seasonal Decomposition of a univariate time series by Moving Averages
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Decomposition by Loess | computes the Seasonal Decomposition by Loess as proposed by Cleveland et al.
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Structural Time Series Models | computes the following Structural Time Series Models
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Exponential Smoothing | computes the various exponential smoothing models, and generates forecasts
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Bivariate Time Series Analysis & Forecasting - Time Series |
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Cross Correlation Function | computes the Cross Correlation Function for any bivariate time series
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Bivariate Granger Causality | computes the bivariate Granger causality test in two directions.
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Trivariate Time Series Analysis & Forecasting - Time Series |
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Multivariate Time Series Analysis & Forecasting - Time Series |
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