smooth.rank

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. <http://www.springer.com/us/book/9781475777505>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

smooth.rank function

<dl><dt>x</dt>
<dd>Time series data</dd><dt>k</dt>
<dd>Number of frequencies</dd></dl>

Arguments

Apply a spectral filter — smooth.rank

<dl>

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

<dt>k</dt>
<dd>Number of frequencies</dd>

</dl>

smooth.rank: Apply a spectral filter

Description

Usage

Value

Arguments

Details

Examples