Nonparametric Estimation of the Trend and Its Derivatives in TS

Documentation for package ‘smoots’ version 1.1.3

bootCast	Forecasting Function for ARMA Models via Bootstrap
confBounds	Asymptotically Unbiased Confidence Bounds
critMatrix	ARMA Order Selection Matrix
dax	German Stock Market Index (DAX) Financial Time Series Data
dsmooth	Data-driven Local Polynomial for the Trend's Derivatives in Equidistant Time Series
fitted.smoots	Extract Model Fitted Values
gdpUS	Quarterly US GDP, Q1 1947 to Q2 2019
gsmooth	Estimation of Trends and their Derivatives via Local Polynomial Regression
knsmooth	Estimation of Nonparametric Trend Functions via Kernel Regression
modelCast	Forecasting Function for Trend-Stationary Time Series
msmooth	Data-driven Nonparametric Regression for the Trend in Equidistant Time Series
normCast	Forecasting Function for ARMA Models under Normally Distributed Innovations
optOrd	Optimal Order Selection
plot.smoots	Plot Method for the Package 'smoots'
print.smoots	Print Method for the Package 'smoots'
rescale	Rescaling Derivative Estimates
residuals.smoots	Extract Model Residuals
rollCast	Backtesting Semi-ARMA Models with Rolling Forecasts
smoots	smoots: A package for data-driven nonparametric estimation of the trend and its derivatives in equidistant time series.
tempNH	Mean Monthly Northern Hemisphere Temperature Changes
trendCast	Forecasting Function for Nonparametric Trend Functions
tsmooth	Advanced Data-driven Nonparametric Regression for the Trend in Equidistant Time Series
vix	CBOE Volatility Index (VIX) Financial Time Series Data