ARest                   Estimation of Autoregressive (AR) Parameters
AuePolyReg_test         Testing for Change Points in Time Series via
                        Polynomial Regression
BICC                    BIC-Based Spatio-Temporal Clustering
CSlideCluster           Slide-Level Time Series Clustering
CWindowCluster          Window-Level Time Series Clustering
DR                      Downhill Riding (DR) Procedure
GombayCPA_test          Change Point Detection in Autoregressive Time
                        Series
HVK                     HVK Estimator
WAVK                    WAVK Statistic
beales                  Beale's Estimator and Sample Size
causality_pred          Out-of-sample Tests of Granger Causality
causality_predVAR       Out-of-sample Tests of Granger Causality using
                        (Restricted) Vector Autoregression
ccf_boot                Cross-Correlation of Autocorrelated Time Series
cumsumCPA_test          Change Point Detection in Time Series via a
                        Linear Regression with Temporally Correlated
                        Errors
funtimes-package        funtimes: Functions for Time Series Analysis
mcusum_test             Change Point Test for Regression
notrend_test            Sieve Bootstrap Based Test for the Null
                        Hypothesis of no Trend
purity                  Clustering Purity
r_crit                  Critical Value for Correlation Coefficient
sync_cluster            Time Series Clustering based on Trend
                        Synchronism
sync_test               Time Series Trend Synchronicity Test
tails_i                 Interval-Based Tails Comparison
tails_q                 Quantile-Based Tails Comparison
wavk_test               WAVK Trend Test
