R: Autocorrelation Function for Functional Time Series

# Autocorrelation Function for Functional Time Series

## Documentation for package ‘fdaACF’ version 1.0.0

- DESCRIPTION file
- Package NEWS

## Help Pages

fdaACF-package | fdaACF: Autocorrelation function for Functional Time Series
elec_prices | Daily electricity price profiles from the Day-Ahead Spanish Electricity Market
estimate_iid_distr_Imhof | Estimate distribution of the fACF under the iid. hypothesis using Imhof's method
estimate_iid_distr_MC | Estimate distribution of the fACF under the iid. hypothesis using MC method
fdaACF | fdaACF: Autocorrelation function for Functional Time Series
fit_ARHp_FPCA | Fit an ARH(p) to a given functional time series
FTS_identification | Obtain the auto- and partial autocorrelation functions for a given FTS
integral_operator | Integral transformation of a curve using an integral operator
mat2fd | Obtain a fd object from a matrix
obtain_autocorrelation | Estimate the autocorrelation function of the series
obtain_autocovariance | Estimate the autocovariance function of the series
obtain_autocov_eigenvalues | Estimate eigenvalues of the autocovariance function
obtain_FACF | Obtain the autocorrelation function for a given functional time series.
obtain_FPACF | Obtain the partial autocorrelation function for a given FTS.
obtain_suface_L2_norm | Obtain L2 norm of the autocovariance functions
plot_autocovariance | Generate a 3D plot of the autocovariance surface of a given FTS
plot_FACF | Plot the autocorrelation function of a given FTS
reconstruct_fd_from_PCA | Obtain the reconstructed curves after PCA
simulate_iid_brownian_bridge | Simulate a FTS from a brownian bridge process
simulate_iid_brownian_motion | Simulate a FTS from a brownian motion process