smooth.fft

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <https://link.springer.com/book/10.1007/b97391>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

smooth.fft function

<dl><dt>x</dt>
<dd>Time series data</dd><dt>f</dt>
<dd>Cut-off frequency, 0-1</dd></dl>

Arguments

Apply a low pass filter — smooth.fft

<dl>

<dt>x</dt>
<dd>Time series data</dd>

<dt>f</dt>
<dd>Cut-off frequency, 0-1</dd>

</dl>

smooth.fft: Apply a low pass filter

Description

Usage

Value

Arguments

Details

Examples