ADTSA: Time Series Analysis
Analyzes autocorrelation and partial autocorrelation using surrogate methods and
bootstrapping, and computes the acceleration constants for the vectorized moving block
bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated
intervals and estimates partial autocorrelations using Durbin-Levinson. This package
calculates the autocorrelation power spectrum, computes cross-correlations between two
time series, computes bandwidth for any time series, and performs autocorrelation frequency
analysis. It also calculates the periodicity of a time series.
| Version: |
1.0.1 |
| Published: |
2024-01-08 |
| Author: |
Hossein Hassani [aut],
Masoud Yarmohammadi [aut],
Mohammad Reza Yeganegi [aut],
Leila Marvian Mashhad [aut, cre] |
| Maintainer: |
Leila Marvian Mashhad <Leila.marveian at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
ADTSA results |
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