smile-kotlin/smile.timeseries

Package-level declarations

Functions

acf

fun acf(x: DoubleArray, lag: Int = 1): Double

Auto-correlation function.

acf

@JvmName(name = "acfArray")

fun DoubleArray.acf(lag: Int = 1): Double

Auto-correlation of this time series.

fun ar(x: DoubleArray, p: Int): AR

Fits an autoregressive model AR(p).

arima

fun arima(x: DoubleArray, p: Int, d: Int, q: Int): ARIMA

Fits an autoregressive integrated moving average model ARIMA(p, d, q).

arma

fun arma(x: DoubleArray, p: Int, q: Int): ARMA

Fits an autoregressive moving average model ARMA(p, q).

boxPierce

fun boxPierce(x: DoubleArray, lag: Int = 1): BoxTest

Box-Pierce test for serial correlation.

boxPierce

@JvmName(name = "boxPierceArray")

fun DoubleArray.boxPierce(lag: Int = 1): BoxTest

Box-Pierce test of this time series.

cov

fun cov(x: DoubleArray, lag: Int = 1): Double

Auto-covariance function.

cov

@JvmName(name = "covArray")

fun DoubleArray.cov(lag: Int = 1): Double

Auto-covariance of this time series.

diff

fun diff(x: DoubleArray, lag: Int = 1, differences: Int = 1): DoubleArray

Computes the differencing of a time series.

diff

@JvmName(name = "diffArray")

fun DoubleArray.diff(lag: Int = 1, differences: Int = 1): DoubleArray

Differencing of this time series.

diffStages

fun diffStages(x: DoubleArray, lag: Int = 1, differences: Int = 1): Array<DoubleArray>

Computes the intermediate differencing stages of a time series.

diffStages

@JvmName(name = "diffStagesArray")

fun DoubleArray.diffStages(lag: Int = 1, differences: Int = 1): Array<DoubleArray>

Intermediate differencing stages of this time series.

ljungBox

fun ljungBox(x: DoubleArray, lag: Int = 1): BoxTest

Ljung-Box test for serial correlation.

ljungBox

@JvmName(name = "ljungBoxArray")

fun DoubleArray.ljungBox(lag: Int = 1): BoxTest

Ljung-Box test of this time series.

pacf

fun pacf(x: DoubleArray, lag: Int = 1): Double

Partial auto-correlation function.

pacf

@JvmName(name = "pacfArray")

fun DoubleArray.pacf(lag: Int = 1): Double

Partial auto-correlation of this time series.