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