sampling_frequency

Given either a vector of time indices or an xts object will infer the
sampling frequency.

A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.

Alexios Ghalanos

tsaux

Time Series Forecasting Auxiliary Functions

Alexios Galanos

sampling_frequency function

<dl><dt>x</dt>
<dd>either an xts object (or one which has an index attribute) else a
vector of class Date or POSIX based time index</dd></dl>

Arguments

Infers the sampling frequency of a time series — sampling_frequency

<dl>

<dt>x</dt>
<dd>either an xts object (or one which has an index attribute) else a
vector of class Date or POSIX based time index</dd>

</dl>

sampling_frequency: Infers the sampling frequency of a time series

Description

Usage

Value

Arguments

Examples