Holt                    Holt's Two-parameter Exponential Smoothing
MA                      Moving Average Filter
Winters                 Winters Three-parameter Smoothing
aTSA                    Alternative Time Series Analysis
accurate                Accurate Computation
adf.test                Augmented Dickey-Fuller Test
arch.test               ARCH Engle's Test for Residual
                        Heteroscedasticity
coint.test              Cointegration Test
ecm                     Error Correction Model
estimate                Estimate an ARIMA Model
expsmooth               Simple Exponential Smoothing
forecast                Forecast From ARIMA Fits
identify                Identify a Time Series Model
kpss.test               Kwiatkowski-Phillips-Schmidt-Shin Test
pp.test                 Phillips-Perron Test
stationary.test         Stationary Test for Univariate Time Series
stepar                  Stepwise Autoregressive Model
trend.test              Trend Test
ts.diag                 Diagnostics for ARIMA fits
