Butterworth-Induced Autoregressive Model


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Documentation for package ‘BTWAR’ version 1.0.1

Help Pages

apply_stationarity Apply Stationarity Transformation to a Train/Test Split
btwar_fit Fit a Butterworth-Induced Autoregressive Model
coef.btwar Extract AR Coefficients from a BTWAR Model
compute_spectrum Compute the One-Sided Power Spectrum
fitted.btwar Fitted Values from a BTWAR Model
mse Mean Squared Error
plot.btwar Plot Predictions from a BTWAR Model
plot_bode Plot the Bode Magnitude Diagram of a BTWAR Model
plot_freq_amplitude Plot the Frequency Amplitude Spectrum of a Time Series
plot_zpoles Plot Z-Plane Poles from a BTWAR Model
poles_AR Compute Z-Plane Poles of an AR Model
predict.btwar Predict from a BTWAR Model
print.btwar Print a BTWAR Model
print.summary.btwar Print a BTWAR Model Summary
residuals.btwar Residuals from a BTWAR Model
rmse Root Mean Squared Error
simulate_ar_split Simulate an AR(p) Series and Split into Train/Test Sets
summary.btwar Summarise a BTWAR Model
yhat_ar One-Step-Ahead AR Predictions
yhat_arma One-Step-Ahead ARMA Predictions