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R/arfima.R

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -331,7 +331,7 @@ train_arfima <- function(
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estimate = c(y_mu, fit$d),
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std.error = c(NA_real_, fit$stderror[[1L]]),
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statistic = c(NA_real_, dz <- fit$d/fit$stderror[[1L]]),
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p.value = c(NA_real_, 2 * (1 - pnorm(abs(dz))))
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p.value = c(NA_real_, 2 * (1 - stats::pnorm(abs(dz))))
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)
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# Refine ARIMA coefficients with MLE
@@ -439,8 +439,8 @@ generate.fbl_ARFIMA <- function(
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y_init <- y_init[seq_len((t_init - x$tsp$range[1])/t_chronon)]
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# Fractionally integrate simulated data
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mu <- object$par$estimate[object$par$term == "mu"]
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d <- object$par$estimate[object$par$term == "d"]
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mu <- x$par$estimate[x$par$term == "mu"]
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d <- x$par$estimate[x$par$term == "d"]
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transmute(
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group_by_key(.sim),
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".sim" := fracdiffinv(x = .data$.sim, d = d, xi = y_init) + mu

R/ets.R

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@@ -723,7 +723,7 @@ initial_ets_states <- function(object) {
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#' @examples
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#' library(tsibbledata)
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#'
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#' olympic_running |>
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#' olympic_running %>%
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#' model(mean = ETS(Time)) %>%
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#' interpolate(olympic_running)
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#' @export

_pkgdown.yml

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@@ -82,6 +82,11 @@ reference:
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contents:
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- THETA
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- ends_with("fable_theta")
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- title: ARFIMA
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desc: >
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AutoRegressive Fractionally Integrated Moving Average
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contents:
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- ends_with("ARFIMA")
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- title: Autoregression
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desc: >
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Autoregressive time series models

inst/WORDLIST

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@@ -2,12 +2,16 @@ AAM
22
AICc
33
AMM
44
AR
5+
ARFIMA
56
Akram
67
Assimakopoulos
8+
Athanasopoulos
9+
AutoRegressive
710
Billah
811
Boylan
912
Breusch
1013
CMD
14+
Farshid
1115
Grose
1216
KPSS
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Koehler
@@ -19,6 +23,7 @@ NNAR
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NNETAR
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Nikolopoulos
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ORCID
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Poskitt
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RW
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SAR
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SES
@@ -30,21 +35,31 @@ TSLM
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VAR
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VARIMA
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VECM
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Vahid
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Verlag
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WIP
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arima
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autoregressions
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backtransformations
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backtransforming
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behavior
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cointegrated
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cointegrating
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df
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dfrac
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doi
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fabletools
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forecTheta
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fourier
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fracdiff
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kpss
56+
kronecker
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mable
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meaned
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modeled
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modeling
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nonseasonal
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org
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parameterisations
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parameterised
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pdq
@@ -56,3 +71,4 @@ tidyverse
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tsibble
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underly
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xreg
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Ø

man/interpolate.ETS.Rd

Lines changed: 1 addition & 1 deletion
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