R: White Noise and Goodness-of-Fit Tests for Functional Time Series

# White Noise and Goodness-of-Fit Tests for Functional Time Series

## Documentation for package ‘FTSgof’ version 1.0.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

dgp.far | FAR(p) Data Generator
dgp.fgarch | Functional ARCH/GARCH Process Generator
dgp.ou | Ornstein–Uhlenbeck Process Generator
EF | Daily Eurodollar Futures Curves
fACF | Functional Autocorrelation Function (fACF) Plot
fACF_test | Test based on fACF
fCH_test | Test for Conditional Heteroscedasticity of Functional Time Series
fport_eda | Exploratory Data Analysis for Functional Time Series.
fport_gof | Goodness-of-fit Tests for Functional Times Series
fport_wn | White Noise Hypothesis Tests for Functional Times Series
fSACF | Functional Spherical Autocorrelation Function (fSACF) Plot
fSACF_test | Test based on fSACF
gof_far | Goodness-of-fit test for FAR(1)
gof_fGARCH | Goodness-of-fit Test for Functional ARCH/GARCH Model
OCIDR | Convert Original Price Data to OCIDRs
rainbow3D | 3D Rainbow Plot for Functional Time Series
sp500 | S&P 500 Index Price Data
Spanish_elec | Spanish electricity daily price profiles