Stationary Gaussian ARMA Processes and Other Time-Series Utilities

Documentation for package ‘ts.extend’ version 0.1.1

ARMA.autocov	Auto-covariance/auto-correlation function for the stationary ARMA model
ARMA.var	Covariance/correlation matrix for the stationary ARMA model
dGARMA	Density function for the stationary GARMA distribution
garma	Simulated example data set
intensity	Compute the spectral intensity of a time-series vector/matrix
pGARMA	Cumulative distribution function for the stationary GARMA distribution
plot.intensity	Plot scatterplot matrix of intensity vectors
plot.spectrum.test	Plot of the Permutation-Spectrum Test
plot.time.series	Plot scatterplot matrix of time-series vectors
rGARMA	Generate random vectors from the stationary GARMA distribution
SERIES	Simulated example data set
SERIES1	Simulated example data set
spectrum.test	Permutation-spectrum test for time-series data