Automatic time series model selection

Documentation for package ‘autots’ version 2.3.3

Ats	Function for automatic time series model selection.
Ats-methods	Ats methods
Ats.Arima	Function for automatic time series model selection among ARIMA model by AIC
Ats.ARMAGARCH	Function for automatic time series model selection among the GARCH (including trend with ARMA) models by AIC.
Ats.Expon	Function for automatic time series model selection among exponential smoothing model by AIC
Ats.fGARCH	Function for automatic time series model selection among the ARMA-GARCH by AIC.
Ats.garch	Function for automatic time series model selection among the GARCH model by AIC.
Ats.linear	Function for automatic time series model selection among the linear model classes.
Ats.lstar	Function for automatic time series model selection among the logistic smooth transition autoregressive model by AIC
Ats.nonlinear	Function for automatic time series model selection among the nonlinear model classes.
Ats.setar	Function for automatic time series model selection among the self exciting threshold autoregressive model by AIC
Ats.TAR	Function for automatic time series model selection among the threshold autoregressive model by AIC
plot.Ats	Ats methods
predict.Ats	Ats methods
print.Ats	Ats methods