Dew Stats Master .NET
Time series analysis routines Category
Summary
A collection of time series analysis routines.
Description

Routines

 Name  Summary 
ACF Autocorrelation/autocovariance function. 
ARARFit Fit ARAR algorithm. 
ARARForecast Forecast time series by ARAR. 
ARMAHannahFit Hannah-Rissanen ARMA estimation. 
AutoCov Autocovariance function. 
BoxCox Box-Cox transformation. 
BoxCoxInv Inverse Box-Cox transformation. 
DoubleExpForecast Double exponential forecast. 
DoubleExpSmooth Double exponential smoothing. 
MovingAverage Single moving average. 
PACF  
ShortenFilter Memory-shortening filter. 
SingleExpForecast Single exponential forecast. 
SingleExpSmooth  
SingleExpSmooth Single exponential smoothing. 
TripleExpForecast Triple exponential forecast. 
TripleExpSmooth Triple exponential smoothing. 

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