R: Smoothing Long-Memory Time Series

# Smoothing Long-Memory Time Series

## Documentation for package ‘esemifar’ version 2.0.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

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