Smoothing Long-Memory Time Series

Documentation for package ‘esemifar’ version 2.0.1

esemifar-package	esemifar: A package for data-driven nonparametric estimation of the trend and its derivatives in equidistant time series.
airLDN	Daily Observations of the Air Quality Index of London (Britain)
arma_to_ar	AR Representation of an ARMA Model
arma_to_ma	MA Representation of an ARMA Model
critMatlm	FARIMA Order Selection Matrix
dsmoothlm	Data-driven Local Polynomial for the Trend's Derivatives in Equidistant Time Series
d_to_coef	Filter Coefficients of the Fractional Differencing Operator
esemifar	esemifar: A package for data-driven nonparametric estimation of the trend and its derivatives in equidistant time series.
farima_to_ar	AR Representation of a FARIMA Model
farima_to_ma	MA Representation of a FARIMA Model
fitted.esemifar	Extract Model Fitted Values
gdpG7	Quarterly G7 GDP, Q1 1962 to Q4 2019
gsmooth	Estimation of Trends and their Derivatives via Local Polynomial Regression
plot.esemifar	Plot Method for the Package 'esemifar'
plot.esemifar_fc	Plot Method for Class '"esemifar_fc"'
predict.esemifar	ESEMIFAR Prediction Method
print.esemifar	Print Method for the Package 'esemifar'
residuals.esemifar	Extract Model Residuals
tsmoothlm	Advanced Data-driven Nonparametric Regression for the Trend in Equidistant Time Series