Add function FTS_identification. This function is a wrapper for
functions obtain_FACF and obtain_FPACF, and shows both the FACF and the
FPACF of a given functional time series.
Add citation information for the paper “Functional time series model
identification and diagnosis by means of auto- and partial
autocorrelation analysis” <doi:10.1016/j.csda.2020.107108>.
This paper contains the theoretical foundations of the autocorrelation
functions implemented in this package.
Fix minor bugs present in version 0.2.0.
fdaACF 0.2.0
New functionalities added in this release:
Add function obtain_FPACF. This allows the user to estimate the
functional partial autocorrelation function of a given functional time
series.
fdaACF 0.1.0
Initial release of the fdaACF library to CRAN.
This release contains the core functionalities of the fdaACF library.
Available at: https://CRAN.R-project.org/package=fdaACF