smoots (Q46957): Difference between revisions

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+The nonparametric trend and its derivatives in equidistant time     series (TS) with short-memory stationary errors can be estimated. The     estimation is conducted via local polynomial regression using an     automatically selected bandwidth obtained by a built-in iterative plug-in     algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel     smoother is also built-in as a comparison. With version 1.1.0, a linearity     test for the trend function, forecasting methods and backtesting     approaches are implemented as well.    The smoothing methods of the package are described in Feng, Y., Gries, T.,     and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>.
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+Yuanhua Feng
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+Sebastian Letmathe
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+Dominik Schulz
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+GNU General Public License, version 3.0
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+Data-driven local polynomial for the trend and its derivatives in economic time series
+Normal rank
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@@ links / mardi / name / links / mardi / name @@
+Software:46957

Latest revision as of 21:56, 5 March 2024

Nonparametric Estimation of the Trend and Its Derivatives in TS

Language	Label	Description	Also known as
English	smoots	Nonparametric Estimation of the Trend and Its Derivatives in TS

Statements

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software version identifier

1.1.3

publication date

9 October 2021

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1.0.0

publication date

26 November 2019

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1.0.1

publication date

2 December 2019

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1.1.0

publication date

12 May 2021

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1.1.1

publication date

22 September 2021

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1.1.2

publication date

6 October 2021

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1.1.4

publication date

11 September 2023

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Data-driven local polynomial for the trend and its derivatives in economic time series

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MaRDI profile type

MaRDI software profile

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last update

11 September 2023

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description

The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>.

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GNU General Public License, version 3.0

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imports