Package index • tsorder

Select an order

order_select(): Select the order of a time-series model
autoplot(<tsorder_fit>): Plot a tsorder fit
tidy(<tsorder_fit>): Tidy the decision path of a tsorder fit
glance(<tsorder_fit>): Glance at a tsorder fit
as_tibble(<tsorder_fit>): Coerce a tsorder fit to a tibble

Select and fit

fit_arima(): Select orders and fit the model
TSORDER(): tsorder model for the fable/tidyverts framework

Information criteria and threshold estimators

ic_order(): Information-criterion order selection
fh_order(): Fine-Hwang threshold order selection
jirak_order(): Jirak's refitted AR order estimator

McMillan degree (state dimension)

svc_order(): McMillan degree by Bauer's SVC criterion
hankel_rank_order(): McMillan degree by a sequential rank test on the autocovariance Hankel
hankel_svt_order(): McMillan degree by Hankel singular-value thresholding

ARMA (p, q) and integration

eacf(): Extended sample autocorrelation function
hannan_rissanen(): Hannan-Rissanen ARMA order selection
integration_order(): Order of integration by sequential unit-root testing

Robust building blocks

qn(): Q_n robust scale estimator
robust_acf(): Robust autocorrelations

Re-exports

reexports tidy glance as_tibble autoplot: Objects exported from other packages