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Introduction to feasts

- Source: vignettes/feasts.Rmd + Source: vignettes/feasts.Rmd
@@ -322,16 +314,16 @@

Introduction to feasts

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Site built with pkgdown 2.0.9.

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Site built with pkgdown 2.1.0.

- - + + diff --git a/dev/articles/index.html b/dev/articles/index.html index 662b4944..f0283790 100644 --- a/dev/articles/index.html +++ b/dev/articles/index.html @@ -1,9 +1,9 @@ -Articles • feastsArticles • feasts - +
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All vignettes

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Site built with pkgdown 2.0.9.

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Site built with pkgdown 2.1.0.

- - + + diff --git a/dev/authors.html b/dev/authors.html index 9cedce9b..6b024632 100644 --- a/dev/authors.html +++ b/dev/authors.html @@ -1,9 +1,9 @@ -Authors and Citation • feastsAuthors and Citation • feasts - +
- +
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Authors and Citation

- +

Citation

- Source: DESCRIPTION + Source: DESCRIPTION

O'Hara-Wild M, Hyndman R, Wang E (2024). feasts: Feature Extraction and Statistics for Time Series. -R package version 0.3.2.9000, https://github.com/tidyverts/feasts/, http://feasts.tidyverts.org/. +R package version 0.3.2.9000, https://github.com/tidyverts/feasts/, http://feasts.tidyverts.org/. 

@Manual{,
   title = {feasts: Feature Extraction and Statistics for Time Series},
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Citation

 
 
 

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zmeNmRYq_
 
 Feature Extraction and Statistics for Time Series • feasts
-
-
-
-
-
-
 
 
 
@@ -27,7 +21,7 @@
 
 
 
-    
+
 
     

       

 
 
-      
+
 
       

   

@@ -276,16 +270,16 @@ 
Developers

 
 

   

-
Site built with pkgdown 2.0.9.

+
Site built with pkgdown 2.1.0.

 

 
       
 

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/news/index.html b/dev/news/index.html
index f8979ac3..b2e31255 100644
--- a/dev/news/index.html
+++ b/dev/news/index.html
@@ -1,9 +1,9 @@
 
-Changelog • feastsChangelog • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

       
Changelog 

-      Source: NEWS.md
+      Source: NEWS.md
     

 
     

 
feasts (development version)

+

+
New features

+
  • Added gg_irf() for plotting impulse responses (typically obtained from using IRF() with fable models).
    • 
+

+

+
Bug fixes

 
  • Fixed gg_season() not wrapping across facet_period argument correctly.
    • 
 

+

     

 
feasts 0.3.22024-03-15

 
Minor patch to resolve CRAN check issues with ggplot2 v3.5.0 breaking changes.

@@ -293,15 +300,15 @@ 
New features
 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/pkgdown.yml b/dev/pkgdown.yml
index 2025c667..d414ae02 100644
--- a/dev/pkgdown.yml
+++ b/dev/pkgdown.yml
@@ -1,10 +1,9 @@
 pandoc: 3.1.11
-pkgdown: 2.0.9
+pkgdown: 2.1.0
 pkgdown_sha: ~
 articles:
   feasts: feasts.html
-last_built: 2024-05-12T16:10Z
+last_built: 2024-09-16T15:33Z
 urls:
   reference: https://feasts.tidyverts.org/reference
   article: https://feasts.tidyverts.org/articles
-
diff --git a/dev/reference/ACF.html b/dev/reference/ACF.html
index d2c46e25..d69ca1ae 100644
--- a/dev/reference/ACF.html
+++ b/dev/reference/ACF.html
@@ -1,5 +1,5 @@
 
-(Partial) Autocorrelation and Cross-Correlation Function Estimation — ACF • feasts(Partial) Autocorrelation and Cross-Correlation Function Estimation — ACF • feasts
 
 
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
(Partial) Autocorrelation and Cross-Correlation Function Estimation

-    Source: R/acf.R
+    Source: R/acf.R
     
     

 
@@ -104,51 +104,51 @@ 
(Partial) Autocorrelation and Cross-Correlation Function Estimation

 
     

     
Arguments

-    
.data

+
+
+
.data

 
A tsibble

 
 
-
...

+
...

 
The column(s) from the tsibble used to compute the ACF, PACF or CCF.

 
 
-
lag_max

+
lag_max

 
maximum lag at which to calculate the acf. Default is 10*log10(N/m)
 where N is the number of observations and m the number of series. Will be
 automatically limited to one less than the number of observations in the series.

 
 
-
type

-
character string giving the type of acf to be computed.
+
type

+
character string giving the type of  to be computed.
     Allowed values are
     "correlation" (the default), "covariance" or
     "partial".  Will be partially matched.

 
 
-
na.action

+
na.action

 
function to be called to handle missing
     values. na.pass can be used.

 
 
-
demean

+
demean

 
logical.  Should the covariances be about the sample
     means?

 
 
-
tapered

+
tapered

 
Produces banded and tapered estimates of the (partial) autocorrelation.

 
 
-
x, y

+
x, y

 
a univariate or multivariate (not ccf) numeric time
     series object or a numeric vector or matrix, or an "acf" object.

 
 

     

     
Value

-    
-
-
The ACF, PACF and CCF functions return objects
+    
The ACF, PACF and CCF functions return objects
 of class "tbl_cf", which is a tsibble containing the correlations computed.

     

     

@@ -274,15 +274,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/CCF.html b/dev/reference/CCF.html
new file mode 100644
index 00000000..6e3446eb
--- /dev/null
+++ b/dev/reference/CCF.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/PACF.html b/dev/reference/PACF.html
new file mode 100644
index 00000000..6e3446eb
--- /dev/null
+++ b/dev/reference/PACF.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/STL.html b/dev/reference/STL.html
index 3a7656eb..ea89fce1 100644
--- a/dev/reference/STL.html
+++ b/dev/reference/STL.html
@@ -1,5 +1,5 @@
 
-Multiple seasonal decomposition by Loess — STL • feastsMultiple seasonal decomposition by Loess — STL • feasts
 
 
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Multiple seasonal decomposition by Loess

-    Source: R/stl.R
+    Source: R/stl.R
     
     

 
@@ -87,28 +87,28 @@ 
Multiple seasonal decomposition by Loess

 
     

     
Arguments

-    
formula

+
+
+
formula

 
Decomposition specification (see "Specials" section).

 
 
-
iterations

+
iterations

 
Number of iterations to use to refine the seasonal component.

 
 
-
...

+
...

 
Other arguments passed to stats::stl().

 
 

     

     
Value

-    
-
-
A fabletools::dable() containing the decomposed trend, seasonality
+    
A fabletools::dable() containing the decomposed trend, seasonality
 and remainder from the STL decomposition.

     

     

     
Specials

-    
+
 
 
 

@@ -178,15 +178,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/X_13ARIMA_SEATS.html b/dev/reference/X_13ARIMA_SEATS.html
index 87c7e604..51515303 100644
--- a/dev/reference/X_13ARIMA_SEATS.html
+++ b/dev/reference/X_13ARIMA_SEATS.html
@@ -1,10 +1,10 @@
 
-X-13ARIMA-SEATS Seasonal Adjustment — X_13ARIMA_SEATS • feastsX-13ARIMA-SEATS Seasonal Adjustment — X_13ARIMA_SEATS • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
X-13ARIMA-SEATS Seasonal Adjustment

-    Source: R/x13arimaseats.R
+    Source: R/x13arimaseats.R
     
     

 
@@ -82,22 +82,24 @@ 
X-13ARIMA-SEATS Seasonal Adjustment

 
     

     
Arguments

-    
formula

+
+
+
formula

 
Decomposition specification.

 
 
-
...

+
...

 
Other arguments passed to seasonal::seas().

 
 
-
na.action

+
na.action

 
a function which indicates what should happen when the data
 contain NAs. na.omit (default), na.exclude or na.fail.
 If na.action = na.x13, NA handling is done by X-13, i.e. NA values
 are substituted by -99999.

 
 
-
defaults

+
defaults

 
If defaults="seasonal", the default options of
 seasonal::seas() will be used, which should work well in most
 circumstances. Setting defaults="none" gives an empty model specification,
@@ -120,7 +122,7 @@ 
Details

     

     

     
Specials

-    
+
 
 
 
The specials of the X-13ARIMA-SEATS model closely follow the individual
@@ -437,15 +439,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/as_tsibble.html b/dev/reference/as_tsibble.html
new file mode 100644
index 00000000..c9693a59
--- /dev/null
+++ b/dev/reference/as_tsibble.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/autolayer.html b/dev/reference/autolayer.html
new file mode 100644
index 00000000..c9693a59
--- /dev/null
+++ b/dev/reference/autolayer.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/autoplot.html b/dev/reference/autoplot.html
new file mode 100644
index 00000000..c9693a59
--- /dev/null
+++ b/dev/reference/autoplot.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/autoplot.tbl_cf.html b/dev/reference/autoplot.tbl_cf.html
index 69c15a1b..2c489a5b 100644
--- a/dev/reference/autoplot.tbl_cf.html
+++ b/dev/reference/autoplot.tbl_cf.html
@@ -1,9 +1,9 @@
 
-Auto- and Cross- Covariance and -Correlation plots — autoplot.tbl_cf • feastsAuto- and Cross- Covariance and -Correlation plots — autoplot.tbl_cf • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Auto- and Cross- Covariance and -Correlation plots

-    Source: R/acf.R
+    Source: R/acf.R
     
     

 
@@ -70,29 +70,29 @@ 
Auto- and Cross- Covariance and -Correlation plots

     

 
     

-    
# S3 method for tbl_cf
+    
# S3 method for class 'tbl_cf'
 autoplot(object, level = 95, ...)

     

 
     

     
Arguments

-    
object

+
+
+
object

 
A tbl_cf object (the result ACF(), PACF(), or CCF()).

 
 
-
level

+
level

 
The level of confidence for the blue dashed lines.

 
 
-
...

+
...

 
Unused.

 
 

     

     
Value

-    
-
-
A ggplot object showing the correlations.

+    
A ggplot object showing the correlations.

     

 
   

@@ -107,15 +107,15 @@ 
Value

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/box_pierce.html b/dev/reference/box_pierce.html
new file mode 100644
index 00000000..3e2b5bda
--- /dev/null
+++ b/dev/reference/box_pierce.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/classical_decomposition.html b/dev/reference/classical_decomposition.html
index b629c9e4..c4eb3ed5 100644
--- a/dev/reference/classical_decomposition.html
+++ b/dev/reference/classical_decomposition.html
@@ -1,11 +1,11 @@
 
-Classical Seasonal Decomposition by Moving Averages — classical_decomposition • feastsClassical Seasonal Decomposition by Moving Averages — classical_decomposition • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Classical Seasonal Decomposition by Moving Averages

-    Source: R/classical.R
+    Source: R/classical.R
     
     

 
@@ -79,23 +79,23 @@ 
Classical Seasonal Decomposition by Moving Averages

 
     

     
Arguments

-    
formula

+
+
+
formula

 
Decomposition specification (see "Specials" section).

 
 
-
type

+
type

 
The type of seasonal component. Can be abbreviated.

 
 
-
...

+
...

 
Other arguments passed to stats::decompose().

 
 

     

     
Value

-    
-
-
A fabletools::dable() containing the decomposed trend, seasonality
+    
A fabletools::dable() containing the decomposed trend, seasonality
 and remainder from the classical decomposition.

     

     

@@ -116,7 +116,7 @@ 
Details

     

     

     
Specials

-    
+
 
 
 

@@ -184,15 +184,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/coef_hurst.html b/dev/reference/coef_hurst.html
index 67c0448e..9f119e4f 100644
--- a/dev/reference/coef_hurst.html
+++ b/dev/reference/coef_hurst.html
@@ -1,10 +1,10 @@
 
-Hurst coefficient — coef_hurst • feastsHurst coefficient — coef_hurst • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Hurst coefficient

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -77,16 +77,16 @@ 
Hurst coefficient

 
     

     
Arguments

-    
x

+
+
+
x

 
a vector. If missing values are present, the largest
 contiguous portion of the vector is used.

 
 

     

     
Value

-    
-
-
A numeric value.

+    
A numeric value.

     

     

     
Author

@@ -105,15 +105,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/cointegration_johansen.html b/dev/reference/cointegration_johansen.html
new file mode 100644
index 00000000..48a91d43
--- /dev/null
+++ b/dev/reference/cointegration_johansen.html
@@ -0,0 +1,203 @@
+
+Johansen Procedure for VAR — cointegration_johansen • feasts
+
+
+    

+      

+
+
+
+      

+  

+    

+    
Johansen Procedure for VAR

+    Source: R/features.R
+    
+    

+
+    

+    
Conducts the Johansen procedure on a given data set. The
+  "trace" or "eigen" statistics are reported and the
+  matrix of eigenvectors as well as the loading matrix.

+    

+
+    

+    
cointegration_johansen(x, ...)

+    

+
+    

+    
Arguments

+
+
+
x

+
Data matrix to be investigated for cointegration.

+
+
+
...

+
Additional arguments passed to urca::ca.jo().

+
+

+    

+    
Value

+    
An object of class ca.jo.

+    

+    

+    
Details

+    
Given a general VAR of the form:

+
$$\bold{X}_t = \bold{\Pi}_1 \bold{X}_{t-1} + \dots + \bold{\Pi}_k
+    \bold{X}_{t-k} + \bold{\mu} + \bold{\Phi D}_t + \bold{\varepsilon}_t
+    , \quad (t = 1, \dots, T),$$

+
the following two specifications of a VECM exist:

+
$$\Delta \bold{X}_t = \bold{\Gamma}_1 \Delta \bold{X}_{t-1} +
+    \dots + \bold{\Gamma}_{k-1} \Delta \bold{X}_{t-k+1} + \bold{\Pi
+    X}_{t-k} + \bold{\mu} + \bold{\Phi D}_t + \bold{\varepsilon}_t$$

+
where

+
$$\bold{\Gamma}_i = - (\bold{I} - \bold{\Pi}_1 - \dots -
+    \bold{\Pi}_i), \quad (i = 1, \dots , k-1),$$

+
and

+
$$\bold{\Pi} = -(\bold{I} - \bold{\Pi}_1 - \dots - \bold{\Pi}_k)$$

+
The \(\bold{\Gamma}_i\) matrices contain the cumulative long-run
+  impacts, hence if spec="longrun" is choosen, the above VECM is
+  estimated.

+
The other VECM specification is of the form:

+
$$\Delta \bold{X}_t = \bold{\Gamma}_1 \Delta \bold{X}_{t-1} +
+    \dots + \bold{\Gamma}_{k-1} \Delta \bold{X}_{t-k+1} + \bold{\Pi
+    X}_{t-1} + \bold{\mu} + \bold{\Phi D}_t + \bold{\varepsilon}_t$$

+
where

+
$$\bold{\Gamma}_i = - (\bold{\Pi}_{i+1} + \dots + \bold{\Pi}_k),
+    \quad(i = 1, \dots , k-1),$$

+
and

+
$$\bold{\Pi} = -(\bold{I} - \bold{\Pi}_1 - \dots - \bold{\Pi}_k).$$

+
The \(\bold{\Pi}\) matrix is the same as in the first specification.
+  However, the \(\bold{\Gamma}_i\) matrices now differ, in the sense
+  that they measure transitory effects, hence by setting
+  spec="transitory" the second VECM form is estimated. Please note
+  that inferences drawn on \(\bold{\Pi}\) will be the same, regardless
+  which specification is choosen and that the explanatory power is the
+  same, too.

+
If "season" is not NULL, centered seasonal dummy variables are
+  included.

+
If "dumvar" is not NULL, a matrix of dummy variables is included
+  in the VECM. Please note, that the number of rows of the matrix
+  containing the dummy variables must be equal to the row number of
+  x.

+
Critical values are only reported for systems with less than
+  11 variables and are taken from Osterwald-Lenum.

+    

+    

+    
References

+    
Johansen, S. (1988), Statistical Analysis of Cointegration Vectors,
+  Journal of Economic Dynamics and Control, 12, 231–254.

+
Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and
+  Inference on Cointegration – with Applications to the Demand for
+  Money, Oxford Bulletin of Economics and Statistics, 52,
+    2, 169–210.

+
Johansen, S. (1991), Estimation and Hypothesis Testing of
+  Cointegration Vectors in Gaussian Vector Autoregressive Models,
+  Econometrica, Vol. 59, No. 6, 1551–1580.

+
Osterwald-Lenum, M. (1992), A Note with Quantiles of the Asymptotic
+  Distribution of the Maximum Likelihood Cointegration Rank Test
+  Statistics, Oxford Bulletin of Economics and Statistics,
+  55, 3, 461–472.

+    

+    

+    
See also

+    
urca::ca.jo()

+    

+    

+    
Author

+    
Bernhard Pfaff

+    

+
+    

+    
Examples

+    

+cointegration_johansen(cbind(mdeaths, fdeaths))
+#> $johansen_stat
+#>     R<=1      R=0 
+#> 13.57827 20.34401 
+#> 
+#> $johansen_pvalue
+#> R<=1  R=0 
+#> 0.01 0.01 
+#> 
+
+
+

+    

+  

+  
+

+
+
+      

+
+
+
+
+
+
+  
+
diff --git a/dev/reference/cointegration_phillips_ouliaris.html b/dev/reference/cointegration_phillips_ouliaris.html
new file mode 100644
index 00000000..a32566ec
--- /dev/null
+++ b/dev/reference/cointegration_phillips_ouliaris.html
@@ -0,0 +1,150 @@
+
+Phillips and Ouliaris Cointegration Test — cointegration_phillips_ouliaris • feasts
+
+
+    

+      

+
+
+
+      

+  

+    

+    
Phillips and Ouliaris Cointegration Test

+    Source: R/features.R
+    
+    

+
+    

+    
Performs the Phillips and Ouliaris "Pu" and "Pz"
+  cointegration test.

+    

+
+    

+    
cointegration_phillips_ouliaris(x, ...)

+    

+
+    

+    
Arguments

+
+
+
x

+
Matrix of data to be tested.

+
+
+
...

+
Additional arguments passed to urca::ca.po().

+
+

+    

+    
Value

+    
An object of class ca.po.

+    

+    

+    
Details

+    
The test "Pz", compared to the test "Pu", has the
+  advantage that it is invariant to the normalization of the
+  cointegration vector, i.e. it does not matter which variable
+  is on the left hand side of the equation. In case convergence
+  problems are encountered by matrix inversion, one can pass a higher
+  tolerance level via "tol=..." to the solve()-function.

+    

+    

+    
References

+    
Phillips, P.C.B. and Ouliaris, S. (1990), Asymptotic Properties of
+  Residual Based Tests for Cointegration, Econometrica,
+  Vol. 58, No. 1, 165–193.

+    

+    

+    
See also

+    
urca::ca.po()

+    

+    

+    
Author

+    
Bernhard Pfaff

+    

+
+    

+    
Examples

+    

+cointegration_phillips_ouliaris(cbind(mdeaths, fdeaths))
+#>   phillips_ouliaris_stat phillips_ouliaris_pvalue 
+#>                  58.1279                   0.0100 
+
+

+    

+  

+  
+

+
+
+      

+
+
+
+
+
+
+  
+
diff --git a/dev/reference/feasts-package.html b/dev/reference/feasts-package.html
index 806b83dd..261f142b 100644
--- a/dev/reference/feasts-package.html
+++ b/dev/reference/feasts-package.html
@@ -1,10 +1,10 @@
 
-feasts: Feature Extraction and Statistics for Time Series — feasts-package • feastsfeasts: Feature Extraction and Statistics for Time Series — feasts-package • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
feasts: Feature Extraction and Statistics for Time Series

-    Source: R/feasts.R
+    Source: R/feasts.R
     
     

 
@@ -101,15 +101,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/feasts.html b/dev/reference/feasts.html
new file mode 100644
index 00000000..0a3464fa
--- /dev/null
+++ b/dev/reference/feasts.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/feat_acf.html b/dev/reference/feat_acf.html
index dcdc03d7..b31f49ed 100644
--- a/dev/reference/feat_acf.html
+++ b/dev/reference/feat_acf.html
@@ -1,10 +1,10 @@
 
-Autocorrelation-based features — feat_acf • feastsAutocorrelation-based features — feat_acf • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Autocorrelation-based features

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -77,28 +77,28 @@ 
Autocorrelation-based features

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 
-
.period

+
.period

 
The seasonal period (optional)

 
 
-
lag_max

+
lag_max

 
maximum lag at which to calculate the acf. The default is
 max(.period, 10L) for feat_acf, and max(.period, 5L) for feat_pacf

 
 
-
...

+
...

 
Further arguments passed to stats::acf() or stats::pacf()

 
 

     

     
Value

-    
-
-
A vector of 6 values: first autocorrelation coefficient and sum of squared of
+    
A vector of 6 values: first autocorrelation coefficient and sum of squared of
 first ten autocorrelation coefficients of original series, first-differenced series,
 and twice-differenced series.
 For seasonal data, the autocorrelation coefficient at the first seasonal lag is
@@ -121,15 +121,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/feat_intermittent.html b/dev/reference/feat_intermittent.html
index e48fb654..e6f54b78 100644
--- a/dev/reference/feat_intermittent.html
+++ b/dev/reference/feat_intermittent.html
@@ -1,10 +1,10 @@
 
-Intermittency features — feat_intermittent • feastsIntermittency features — feat_intermittent • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Intermittency features

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -77,15 +77,15 @@ 
Intermittency features

 
     

     
Arguments

-    
x

+
+
+
x

 
A vector to extract features from.

 
 

     

     
Value

-    
-
-
A vector of named features:
  • zero_run_mean: The average interval between non-zero observations
    • 
+    
    A vector of named features:
    • zero_run_mean: The average interval between non-zero observations
      • 
 
    • nonzero_squared_cv: The squared coefficient of variation of non-zero observations
      • 
 
    • zero_start_prop: The proportion of data which starts with zero
      • 
 
    • zero_end_prop: The proportion of data which ends with zero
      • 
@@ -109,15 +109,15 @@ 
      References
      
 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/feat_pacf.html b/dev/reference/feat_pacf.html
index 4d75317d..744299ed 100644
--- a/dev/reference/feat_pacf.html
+++ b/dev/reference/feat_pacf.html
@@ -1,10 +1,10 @@
 
-Partial autocorrelation-based features — feat_pacf • feastsPartial autocorrelation-based features — feat_pacf • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Partial autocorrelation-based features

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -77,28 +77,28 @@ 
Partial autocorrelation-based features

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 
-
.period

+
.period

 
The seasonal period (optional)

 
 
-
lag_max

+
lag_max

 
maximum lag at which to calculate the acf. The default is
 max(.period, 10L) for feat_acf, and max(.period, 5L) for feat_pacf

 
 
-
...

+
...

 
Further arguments passed to stats::acf() or stats::pacf()

 
 

     

     
Value

-    
-
-
A vector of 3 values: Sum of squared of first 5
+    
A vector of 3 values: Sum of squared of first 5
 partial autocorrelation coefficients of the original series, first differenced
 series and twice-differenced series.
 For seasonal data, the partial autocorrelation coefficient at the first seasonal
@@ -121,15 +121,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/feat_spectral.html b/dev/reference/feat_spectral.html
index 69613f13..8a713255 100644
--- a/dev/reference/feat_spectral.html
+++ b/dev/reference/feat_spectral.html
@@ -1,10 +1,10 @@
 
-Spectral features of a time series — feat_spectral • feastsSpectral features of a time series — feat_spectral • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Spectral features of a time series

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -77,23 +77,23 @@ 
Spectral features of a time series

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 
-
.period

+
.period

 
The seasonal period.

 
 
-
...

+
...

 
Further arguments for stats::spec.ar()

 
 

     

     
Value

-    
-
-
A non-negative real value for the spectral entropy \(H_s(x_t)\).

+    
A non-negative real value for the spectral entropy \(H_s(x_t)\).

     

     

     
Details

@@ -150,15 +150,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/feat_stl.html b/dev/reference/feat_stl.html
index ae49da12..2cc438db 100644
--- a/dev/reference/feat_stl.html
+++ b/dev/reference/feat_stl.html
@@ -1,10 +1,10 @@
 
-STL features — feat_stl • feastsSTL features — feat_stl • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
STL features

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -77,27 +77,27 @@ 
STL features

 
     

     
Arguments

-    
x

+
+
+
x

 
A vector to extract features from.

 
 
-
.period

+
.period

 
The period of the seasonality.

 
 
-
s.window

+
s.window

 
The seasonal window of the data (passed to stats::stl())

 
 
-
...

+
...

 
Further arguments passed to stats::stl()

 
 

     

     
Value

-    
-
-
A vector of numeric features from a STL decomposition.

+    
A vector of numeric features from a STL decomposition.

     

     

     
See also

@@ -116,15 +116,15 @@ 
See also

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/generate.stl_decomposition.html b/dev/reference/generate.stl_decomposition.html
index 62c451ff..e6d04c9d 100644
--- a/dev/reference/generate.stl_decomposition.html
+++ b/dev/reference/generate.stl_decomposition.html
@@ -1,11 +1,11 @@
 
-Generate block bootstrapped series from an STL decomposition — generate.stl_decomposition • feastsGenerate block bootstrapped series from an STL decomposition — generate.stl_decomposition • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Generate block bootstrapped series from an STL decomposition

-    Source: R/stl.R
+    Source: R/stl.R
     
     

 
@@ -74,25 +74,27 @@ 
Generate block bootstrapped series from an STL decomposition

     

 
     

-    
# S3 method for stl_decomposition
+    
# S3 method for class 'stl_decomposition'
 generate(x, new_data, specials = NULL, ...)

     

 
     

     
Arguments

-    
x

+
+
+
x

 
A fitted model.

 
 
-
new_data

+
new_data

 
A tsibble containing the time points and exogenous regressors to produce forecasts for.

 
 
-
specials

+
specials

 
(passed by fabletools::forecast.mdl_df()).

 
 
-
...

+
...

 
Other arguments passed to methods

 
 

@@ -136,15 +138,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/gg_arma.html b/dev/reference/gg_arma.html
index 85c8dbdd..e705a246 100644
--- a/dev/reference/gg_arma.html
+++ b/dev/reference/gg_arma.html
@@ -1,10 +1,10 @@
 
-Plot characteristic ARMA roots — gg_arma • feastsPlot characteristic ARMA roots — gg_arma • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Plot characteristic ARMA roots

-    Source: R/graphics.R
+    Source: R/graphics.R
     
     

 
@@ -77,15 +77,15 @@ 
Plot characteristic ARMA roots

 
     

     
Arguments

-    
data

+
+
+
data

 
A mable containing models with AR and/or MA roots.

 
 

     

     
Value

-    
-
-
A ggplot object the characteristic roots from ARMA components.

+    
A ggplot object the characteristic roots from ARMA components.

     

     

     
Details

@@ -123,15 +123,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/gg_irf.html b/dev/reference/gg_irf.html
new file mode 100644
index 00000000..a46d6465
--- /dev/null
+++ b/dev/reference/gg_irf.html
@@ -0,0 +1,116 @@
+
+Plot impulse response functions — gg_irf • feasts
+
+
+    

+      

+
+
+
+      

+  

+    

+    
Plot impulse response functions

+    Source: R/graphics.R
+    
+    

+
+    

+    
Produces a plot of impulse responses from an impulse response function.

+    

+
+    

+    
gg_irf(data, y = all_of(measured_vars(data)))

+    

+
+    

+    
Arguments

+
+
+
data

+
A tsibble with impulse responses

+
+
+
y

+
The impulse response variables to plot (defaults to all measured variables).

+
+

+    

+    
Value

+    
A ggplot object of the impulse responses.

+    

+
+  

+  
+

+
+
+      

+
+
+
+
+
+
+  
+
diff --git a/dev/reference/gg_lag.html b/dev/reference/gg_lag.html
index d9742f67..6cd1b50a 100644
--- a/dev/reference/gg_lag.html
+++ b/dev/reference/gg_lag.html
@@ -1,10 +1,10 @@
 
-Lag plots — gg_lag • feastsLag plots — gg_lag • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Lag plots

-    Source: R/graphics.R
+    Source: R/graphics.R
     
     

 
@@ -85,42 +85,42 @@ 
Lag plots

 
     

     
Arguments

-    
data

+
+
+
data

 
A tidy time series object (tsibble)

 
 
-
y

+
y

 
The variable to plot (a bare expression). If NULL, it will
 automatically selected from the data.

 
 
-
period

+
period

 
The seasonal period to display.

 
 
-
lags

+
lags

 
A vector of lags to display as facets.

 
 
-
geom

+
geom

 
The geometry used to display the data.

 
 
-
arrow

+
arrow

 
Arrow specification to show the direction in the lag path. If
 TRUE, an appropriate default arrow will be used. Alternatively, a user
 controllable arrow created with grid::arrow() can be used.

 
 
-
...

+
...

 
Additional arguments passed to the geom.

 
 

     

     
Value

-    
-
-
A ggplot object showing a lag plot of a time series.

+    
A ggplot object showing a lag plot of a time series.

     

 
     

@@ -149,15 +149,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/gg_season.html b/dev/reference/gg_season.html
index 44a234f3..f7c11371 100644
--- a/dev/reference/gg_season.html
+++ b/dev/reference/gg_season.html
@@ -1,12 +1,12 @@
 
-Seasonal plot — gg_season • feastsSeasonal plot — gg_season • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Seasonal plot

-    Source: R/graphics.R
+    Source: R/graphics.R
     
     

 
@@ -95,64 +95,64 @@ 
Seasonal plot

 
     

     
Arguments

-    
data

+
+
+
data

 
A tidy time series object (tsibble)

 
 
-
y

+
y

 
The variable to plot (a bare expression). If NULL, it will
 automatically selected from the data.

 
 
-
period

+
period

 
The seasonal period to display.

 
 
-
facet_period

+
facet_period

 
A secondary seasonal period to facet by
 (typically smaller than period).

 
 
-
max_col

+
max_col

 
The maximum number of colours to display on the plot. If the
 number of seasonal periods in the data is larger than max_col, the plot
 will not include a colour. Use max_col = 0 to never colour the lines, or Inf
 to always colour the lines. If labels are used, then max_col will be ignored.

 
 
-
max_col_discrete

+
max_col_discrete

 
The maximum number of colours to show using a discrete colour scale.

 
 
-
pal

+
pal

 
A colour palette to be used.

 
 
-
polar

+
polar

 
If TRUE, the season plot will be shown on polar coordinates.

 
 
-
labels

+
labels

 
Position of the labels for seasonal period identifier.

 
 
-
labels_repel

+
labels_repel

 
If TRUE, the seasonal period identifying labels will be repelled with the ggrepel package.

 
 
-
labels_left_nudge, labels_right_nudge

+
labels_left_nudge, labels_right_nudge

 
Allows seasonal period identifying labels to be nudged to the left or right from their default position.

 
 
-
...

+
...

 
Additional arguments passed to geom_line()

 
 

     

     
Value

-    
-
-
A ggplot object showing a seasonal plot of a time series.

+    
A ggplot object showing a seasonal plot of a time series.

     

     

     
References

@@ -186,15 +186,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/gg_subseries.html b/dev/reference/gg_subseries.html
index bcb2338d..be936b39 100644
--- a/dev/reference/gg_subseries.html
+++ b/dev/reference/gg_subseries.html
@@ -1,5 +1,5 @@
 
-Seasonal subseries plots — gg_subseries • feastsSeasonal subseries plots — gg_subseries • feasts
 
 
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Seasonal subseries plots

-    Source: R/graphics.R
+    Source: R/graphics.R
     
     

 
@@ -85,28 +85,28 @@ 
Seasonal subseries plots

 
     

     
Arguments

-    
data

+
+
+
data

 
A tidy time series object (tsibble)

 
 
-
y

+
y

 
The variable to plot (a bare expression). If NULL, it will
 automatically selected from the data.

 
 
-
period

+
period

 
The seasonal period to display.

 
 
-
...

+
...

 
Additional arguments passed to geom_line()

 
 

     

     
Value

-    
-
-
A ggplot object showing a seasonal subseries plot of a time series.

+    
A ggplot object showing a seasonal subseries plot of a time series.

     

     

     
Details

@@ -147,15 +147,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/gg_tsdisplay.html b/dev/reference/gg_tsdisplay.html
index 6c004518..a6141c68 100644
--- a/dev/reference/gg_tsdisplay.html
+++ b/dev/reference/gg_tsdisplay.html
@@ -1,10 +1,10 @@
 
-Ensemble of time series displays — gg_tsdisplay • feastsEnsemble of time series displays — gg_tsdisplay • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Ensemble of time series displays

-    Source: R/graphics.R
+    Source: R/graphics.R
     
     

 
@@ -82,23 +82,25 @@ 
Ensemble of time series displays

 
     

     
Arguments

-    
data

+
+
+
data

 
A tidy time series object (tsibble)

 
 
-
y

+
y

 
The variable to plot (a bare expression). If NULL, it will
 automatically selected from the data.

 
 
-
plot_type

+
plot_type

 
type of plot to include in lower right corner. By default
 ("auto") a season plot will be shown for seasonal data, a spectrum plot
 will be shown for non-seasonal data without missing values, and a PACF will
 be shown otherwise.

 
 
-
lag_max

+
lag_max

 
maximum lag at which to calculate the acf. Default is 10*log10(N/m)
 where N is the number of observations and m the number of series. Will be
 automatically limited to one less than the number of observations in the series.

@@ -106,9 +108,7 @@ 
Arguments

 

     

     
Value

-    
-
-
A list of ggplot objects showing useful plots of a time series.

+    
A list of ggplot objects showing useful plots of a time series.

     

     

     
References

@@ -152,15 +152,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/gg_tsresiduals.html b/dev/reference/gg_tsresiduals.html
index 8be99837..50e09458 100644
--- a/dev/reference/gg_tsresiduals.html
+++ b/dev/reference/gg_tsresiduals.html
@@ -1,9 +1,9 @@
 
-Ensemble of time series residual diagnostic plots — gg_tsresiduals • feastsEnsemble of time series residual diagnostic plots — gg_tsresiduals • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Ensemble of time series residual diagnostic plots

-    Source: R/graphics.R
+    Source: R/graphics.R
     
     

 
@@ -75,23 +75,23 @@ 
Ensemble of time series residual diagnostic plots

 
     

     
Arguments

-    
data

+
+
+
data

 
A mable containing one model with residuals.

 
 
-
type

+
type

 
The type of residuals to compute. If type="response", residuals on the back-transformed data will be computed.

 
 
-
...

+
...

 
Additional arguments passed to gg_tsdisplay().

 
 

     

     
Value

-    
-
-
A list of ggplot objects showing a useful plots of a time series model's residuals.

+    
A list of ggplot objects showing a useful plots of a time series model's residuals.

     

     

     
References

@@ -129,15 +129,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/guerrero.html b/dev/reference/guerrero.html
index e621220e..1fffe8e5 100644
--- a/dev/reference/guerrero.html
+++ b/dev/reference/guerrero.html
@@ -1,10 +1,10 @@
 
-Guerrero's method for Box Cox lambda selection — guerrero • feastsGuerrero's method for Box Cox lambda selection — guerrero • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Guerrero's method for Box Cox lambda selection

-    Source: R/guerrero.R
+    Source: R/guerrero.R
     
     

 
@@ -77,29 +77,29 @@ 
Guerrero's method for Box Cox lambda selection

 
     

     
Arguments

-    
x

+
+
+
x

 
A numeric vector. The data used to identify the transformation
 parameter lambda.

 
 
-
lower

+
lower

 
The lower bound for lambda.

 
 
-
upper

+
upper

 
The upper bound for lambda.

 
 
-
.period

+
.period

 
The length of each subseries (usually the length of seasonal
 period). Subseries length must be at least 2.

 
 

     

     
Value

-    
-
-
A Box Cox transformation parameter (lambda) chosen by Guerrero's method.

+    
A Box Cox transformation parameter (lambda) chosen by Guerrero's method.

     

     

     
Details

@@ -126,15 +126,15 @@ 
References

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/index.html b/dev/reference/index.html
index e32f3855..2ae1cb3d 100644
--- a/dev/reference/index.html
+++ b/dev/reference/index.html
@@ -1,9 +1,9 @@
 
-Function reference • feastsPackage index • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

@@ -103,6 +103,10 @@ 
Graphics gg_arma() 

         
         
Plot characteristic ARMA roots

+      
+          
gg_irf() 

+        
+        
Plot impulse response functions

       
           
Decompositions 

           
Useful for decomposing a time series into some simpler structural components.

@@ -159,6 +163,18 @@ 
Portmanteau tests ljung_box() box_pierce() portmanteau_tests 

         
         
Portmanteau tests

+      
+          
Cointegration tests 

+          
Statistical tests for investigating cointegration between time series.

+        
+      
+          
cointegration_johansen() 

+        
+        
Johansen Procedure for VAR

+      
+          
cointegration_phillips_ouliaris() 

+        
+        
Phillips and Ouliaris Cointegration Test

       
           
Tiling window features 

           
Computes feature of a time series based on tiled (non-overlapping) windows.

@@ -224,15 +240,15 @@ 
Other features 
 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/longest_flat_spot.html b/dev/reference/longest_flat_spot.html
index 847653f8..d8d08696 100644
--- a/dev/reference/longest_flat_spot.html
+++ b/dev/reference/longest_flat_spot.html
@@ -1,11 +1,11 @@
 
-Longest flat spot length — longest_flat_spot • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Longest flat spot length

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -79,15 +79,15 @@ 
Longest flat spot length

 
     

     
Arguments

-    
x

+
+
+
x

 
a vector

 
 

     

     
Value

-    
-
-
A numeric value.

+    
A numeric value.

     

     

     
Author

@@ -106,15 +106,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/n_crossing_points.html b/dev/reference/n_crossing_points.html
index 870d9cc3..cb91cb77 100644
--- a/dev/reference/n_crossing_points.html
+++ b/dev/reference/n_crossing_points.html
@@ -1,9 +1,9 @@
 
-Number of crossing points — n_crossing_points • feastsNumber of crossing points — n_crossing_points • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Number of crossing points

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -75,15 +75,15 @@ 
Number of crossing points

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 

     

     
Value

-    
-
-
A numeric value.

+    
A numeric value.

     

     

     
Author

@@ -102,15 +102,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/n_flat_spots.html b/dev/reference/n_flat_spots.html
new file mode 100644
index 00000000..3e948a32
--- /dev/null
+++ b/dev/reference/n_flat_spots.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/portmanteau_tests.html b/dev/reference/portmanteau_tests.html
index 71a01fc4..34eb2108 100644
--- a/dev/reference/portmanteau_tests.html
+++ b/dev/reference/portmanteau_tests.html
@@ -1,9 +1,9 @@
 
-Portmanteau tests — ljung_box • feastsPortmanteau tests — ljung_box • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Portmanteau tests

-    Source: R/tests.R
+    Source: R/tests.R
     
     

 
@@ -83,27 +83,27 @@ 
Format

     

     

     
Arguments

-    
x

+
+
+
x

 
A numeric vector

 
 
-
lag

+
lag

 
The number of lag autocorrelation coefficients to use in calculating the statistic

 
 
-
dof

+
dof

 
Degrees of freedom of the fitted model (useful if x is a series of residuals).

 
 
-
...

+
...

 
Unused.

 
 

     

     
Value

-    
-
-
A vector of numeric features for the test's statistic and p-value.

+    
A vector of numeric features for the test's statistic and p-value.

     

     

     
See also

@@ -133,15 +133,15 @@ 
Examples

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/reexports.html b/dev/reference/reexports.html
index 7825966b..01e7f87b 100644
--- a/dev/reference/reexports.html
+++ b/dev/reference/reexports.html
@@ -1,5 +1,5 @@
 
-Objects exported from other packages — reexports • feastsObjects exported from other packages — reexports • feasts
 
 
-    
+
 
     

       

   

 
 
-      
+
 
       

   

     

     
Objects exported from other packages

-    Source: R/reexports.R
+    Source: R/reexports.R
     
     

 
@@ -111,15 +111,15 @@ 
Objects exported from other packages

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/scale_cf_lag.html b/dev/reference/scale_cf_lag.html
index e8af809a..bddb79df 100644
--- a/dev/reference/scale_cf_lag.html
+++ b/dev/reference/scale_cf_lag.html
@@ -1,10 +1,10 @@
 
-lagged datetime scales This set of scales defines new scales for lagged time structures. — scale_cf_lag • feastslagged datetime scales This set of scales defines new scales for lagged time structures. — scale_cf_lag • feasts
-    
+
 
     

       

   

 
 
-      
+
 
       

   

     

     
lagged datetime scales This set of scales defines new scales for lagged time structures.

-    Source: R/acf.R
+    Source: R/acf.R
     
     

 
@@ -77,17 +77,15 @@ 
lagged datetime scales This set of scales defines new scales for lagged time
 
     

     
Arguments

-    
...

+
+
+
...

 
Further arguments to be passed on to scale_x_continuous()

 
 

     

     
Value

-    
-
-
A ggproto object inheriting from Scale

-
-
+    
A ggproto object inheriting from Scale

     

 
   

@@ -102,15 +100,15 @@ 
Value

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       
 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/scale_x_cf_lag.html b/dev/reference/scale_x_cf_lag.html
new file mode 100644
index 00000000..af560e35
--- /dev/null
+++ b/dev/reference/scale_x_cf_lag.html
@@ -0,0 +1,8 @@
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+    
+    
+    
+  
+
+
diff --git a/dev/reference/shift_kl_max.html b/dev/reference/shift_kl_max.html
new file mode 100644
index 00000000..9a73ed9f
--- /dev/null
+++ b/dev/reference/shift_kl_max.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/shift_level_max.html b/dev/reference/shift_level_max.html
index 30b6b30b..fb12576a 100644
--- a/dev/reference/shift_level_max.html
+++ b/dev/reference/shift_level_max.html
@@ -1,5 +1,5 @@
 
-Sliding window features — shift_level_max • feastsSliding window features — shift_level_max • feasts
 
 
-    
+
 
     

       

   

 
 
-      
+
 
       

   

     

     
Sliding window features

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -87,23 +87,23 @@ 
Sliding window features

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 
-
.size

+
.size

 
size of sliding window, if NULL .size will be automatically chosen using .period

 
 
-
.period

+
.period

 
The seasonal period (optional)

 
 

     

     
Value

-    
-
-
A vector of 2 values: the size of the shift, and the time index of the shift.

+    
A vector of 2 values: the size of the shift, and the time index of the shift.

     

     

     
Details

@@ -126,15 +126,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/shift_var_max.html b/dev/reference/shift_var_max.html
new file mode 100644
index 00000000..9a73ed9f
--- /dev/null
+++ b/dev/reference/shift_var_max.html
@@ -0,0 +1,8 @@
+
+  
+    
+    
+    
+  
+
+
diff --git a/dev/reference/stat_arch_lm.html b/dev/reference/stat_arch_lm.html
index cfe600f2..912c3be7 100644
--- a/dev/reference/stat_arch_lm.html
+++ b/dev/reference/stat_arch_lm.html
@@ -1,12 +1,12 @@
 
-ARCH LM Statistic — stat_arch_lm • feastsARCH LM Statistic — stat_arch_lm • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
ARCH LM Statistic

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -81,23 +81,23 @@ 
ARCH LM Statistic

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 
-
lags

+
lags

 
Number of lags to use in the test

 
 
-
demean

+
demean

 
Should data have mean removed before test applied?

 
 

     

     
Value

-    
-
-
A numeric value.

+    
A numeric value.

     

     

     
Author

@@ -116,15 +116,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/tile_features.html b/dev/reference/tile_features.html
index 64dfa7db..c7073970 100644
--- a/dev/reference/tile_features.html
+++ b/dev/reference/tile_features.html
@@ -1,11 +1,11 @@
 
-Time series features based on tiled windows — var_tiled_var • feastsTime series features based on tiled windows — var_tiled_var • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Time series features based on tiled windows

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -81,23 +81,23 @@ 
Time series features based on tiled windows

 
     

     
Arguments

-    
x

+
+
+
x

 
a univariate time series

 
 
-
.size

+
.size

 
size of sliding window, if NULL .size will be automatically chosen using .period

 
 
-
.period

+
.period

 
The seasonal period (optional)

 
 

     

     
Value

-    
-
-
A numeric vector of length 2 containing a measure of lumpiness and
+    
A numeric vector of length 2 containing a measure of lumpiness and
 a measure of stability.

     

     

@@ -117,15 +117,15 @@ 
Author

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/unitroot.html b/dev/reference/unitroot.html
index 5677151c..cad1d949 100644
--- a/dev/reference/unitroot.html
+++ b/dev/reference/unitroot.html
@@ -1,9 +1,9 @@
 
-Unit root tests — unitroot_kpss • feastsUnit root tests — unitroot_kpss • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Unit root tests

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -83,31 +83,31 @@ 
Unit root tests

 
     

     
Arguments

-    
x

+
+
+
x

 
A vector to be tested for the unit root.

 
 
-
type

+
type

 
Type of deterministic part.

 
 
-
lags

+
lags

 
Maximum number of lags used for error term correction.

 
 
-
...

+
...

 
Arguments passed to unit root test function.

 
 
-
model

+
model

 
Determines the deterministic part in the test regression.

 
 

     

     
Value

-    
-
-
A vector of numeric features for the test's statistic and p-value.

+    
A vector of numeric features for the test's statistic and p-value.

     

     

     
Details

@@ -132,15 +132,15 @@ 
See also

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
diff --git a/dev/reference/unitroot_ndiffs.html b/dev/reference/unitroot_ndiffs.html
index 6fa6da1e..262e1527 100644
--- a/dev/reference/unitroot_ndiffs.html
+++ b/dev/reference/unitroot_ndiffs.html
@@ -1,10 +1,10 @@
 
-Number of differences required for a stationary series — unitroot_ndiffs • feastsNumber of differences required for a stationary series — unitroot_ndiffs • feasts
-    
+
 
     

       

   

 

 
-      
+
 
       

   

     

     
Number of differences required for a stationary series

-    Source: R/features.R
+    Source: R/features.R
     
     

 
@@ -92,35 +92,35 @@ 
Number of differences required for a stationary series

 
     

     
Arguments

-    
x

+
+
+
x

 
A vector to be tested for the unit root.

 
 
-
alpha

+
alpha

 
The level of the test.

 
 
-
unitroot_fn

+
unitroot_fn

 
A function (or lambda) that provides a p-value for a unit root test.

 
 
-
differences

+
differences

 
The possible differences to consider.

 
 
-
...

+
...

 
Additional arguments passed to the unitroot_fn function

 
 
-
.period

+
.period

 
The period of the seasonality.

 
 

     

     
Value

-    
-
-
A numeric corresponding to the minimum required differences for stationarity.

+    
A numeric corresponding to the minimum required differences for stationarity.

     

     

     
Details

@@ -143,15 +143,15 @@ 
Details

 

 
 

-  
Site built with pkgdown 2.0.9.

+  
Site built with pkgdown 2.1.0.

 

 
       

 
-  
 
 
-  
+
+
 
   
 
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