Overview of the TimeSeriesAnalysis Package - Maple Help

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Overview of the TimeSeriesAnalysis Package

Description

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The TimeSeriesAnalysis package contains functions for working with data that varies with time, specifically, data where the time intervals between data points are regular. The commands in this package are well suited to time series analysis of macroeconomic data.

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It is recommended that you create a TimeSeries object as your first step before using the commands in this package.

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Any command in this package that accepts a TimeSeries object argument will also accept a DataSets[Quandl][Reference].

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Each command in the TimeSeriesAnalysis package can be accessed by using either the long form or the short form of the command name in the calling sequence.

  

As the underlying implementation of the TimeSeriesAnalysis package is a module, it is also possible to use the form TimeSeriesAnalysis:-command to access a command from the package. For more information, see Module Members.

List of TimeSeriesAnalysis Package Commands

Aggregate

AIC

AICc

Apply

BIC

BoxCoxTransform

Decomposition

Difference

ExponentialSmoothingModel

Forecast

GetData

GetDateFormat

GetDates

GetHeaders

GetParameter

GetParameters

GetPeriod

Initialize

Join

LogLikelihood

LogTransform

LongestDefinedSubsequence

NumberOfParameters

OneStepForecasts

Optimize

SeasonalSubseriesPlot

SetParameter

Specialize

TimeSeries

TimeSeriesPlot

Unapply

 

See Also

TimeSeries object


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