acf(x[, unbiased, nlags, qstat, fft, alpha]) |
Autocorrelation function for 1d arrays. |
acovf(x[, unbiased, demean, fft]) |
Autocovariance for 1D |
add_lag(x[, col, lags, drop, insert]) |
Returns an array with lags included given an array. |
add_trend(X[, trend, prepend, has_constant]) |
Adds a trend and/or constant to an array. |
adfuller(x[, maxlag, regression, autolag, ...]) |
Augmented Dickey-Fuller unit root test |
arma_generate_sample(ar, ma, nsample[, ...]) |
Generate a random sample of an ARMA process |
arma_order_select_ic(y[, max_ar, max_ma, ...]) |
Returns information criteria for many ARMA models |
ccf(x, y[, unbiased]) |
cross-correlation function for 1d |
ccovf(x, y[, unbiased, demean]) |
crosscovariance for 1D |
coint(y1, y2[, regression]) |
This is a simple cointegration test. |
detrend(x[, order, axis]) |
detrend an array with a trend of given order along axis 0 or 1 |
lagmat(x, maxlag[, trim, original]) |
create 2d array of lags |
lagmat2ds(x, maxlag0[, maxlagex, dropex, trim]) |
generate lagmatrix for 2d array, columns arranged by variables |
pacf(x[, nlags, method, alpha]) |
Partial autocorrelation estimated |
pacf_ols(x[, nlags]) |
Calculate partial autocorrelations |
pacf_yw(x[, nlags, method]) |
Partial autocorrelation estimated with non-recursive yule_walker |
periodogram(X) |
Returns the periodogram for the natural frequency of X |
q_stat(x, nobs[, type]) |
Return’s Ljung-Box Q Statistic |
seasonal_decompose(x[, model, filt, freq]) |
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x13_arima_analysis(endog[, maxorder, ...]) |
Perform x13-arima analysis for monthly or quarterly data. |
x13_arima_select_order(endog[, maxorder, ...]) |
Perform automatic seaonal ARIMA order identification using x12/x13 ARIMA. |