# Feature Extraction and Statistics for Time Series

## Documentation for package ‘feasts’ version 0.5.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

feasts-package | feasts: Feature Extraction and Statistics for Time Series
ACF | (Partial) Autocorrelation and Cross-Correlation Function Estimation
box_pierce | Portmanteau tests
CCF | (Partial) Autocorrelation and Cross-Correlation Function Estimation
classical_decomposition | Classical Seasonal Decomposition by Moving Averages
coef_hurst | Hurst coefficient
cointegration_johansen | Johansen Procedure for VAR
cointegration_phillips_ouliaris | Phillips and Ouliaris Cointegration Features
feasts | feasts: Feature Extraction and Statistics for Time Series
feat_acf | Autocorrelation-based features
feat_intermittent | Intermittency features
feat_pacf | Partial autocorrelation-based features
feat_spectral | Spectral features of a time series
feat_stl | STL features
generate.stl_decomposition | Generate block bootstrapped series from an STL decomposition
guerrero | Guerrero's method for Box Cox lambda selection
ljung_box | Portmanteau tests
longest_flat_spot | Longest flat spot length
n_crossing_points | Number of crossing points
n_flat_spots | Longest flat spot length
PACF | (Partial) Autocorrelation and Cross-Correlation Function Estimation
portmanteau_tests | Portmanteau tests
shift_kl_max | Sliding window features
shift_level_max | Sliding window features
shift_var_max | Sliding window features
stat_arch_lm | ARCH LM Statistic
STL | Multiple seasonal decomposition by Loess
unitroot_kpss | Unit root tests
unitroot_ndiffs | Number of differences required for a stationary series
unitroot_nsdiffs | Number of differences required for a stationary series
unitroot_pp | Unit root tests
var_tiled_mean | Time series features based on tiled windows
var_tiled_var | Time series features based on tiled windows
X_13ARIMA_SEATS | X-13ARIMA-SEATS Seasonal Adjustment