# Nonparametric Estimation of the Trend and Its Derivatives in TS

## Documentation for package ‘smoots’ version 1.1.3

- DESCRIPTION file.

## Help Pages

bootCast | Forecasting Function for ARMA Models via Bootstrap
confBounds | Asymptotically Unbiased Confidence Bounds
critMatrix | ARMA Order Selection Matrix
dax | German Stock Market Index (DAX) Financial Time Series Data
dsmooth | Data-driven Local Polynomial for the Trend's Derivatives in Equidistant Time Series
fitted.smoots | Extract Model Fitted Values
gdpUS | Quarterly US GDP, Q1 1947 to Q2 2019
gsmooth | Estimation of Trends and their Derivatives via Local Polynomial Regression
knsmooth | Estimation of Nonparametric Trend Functions via Kernel Regression
modelCast | Forecasting Function for Trend-Stationary Time Series
msmooth | Data-driven Nonparametric Regression for the Trend in Equidistant Time Series
normCast | Forecasting Function for ARMA Models under Normally Distributed Innovations
optOrd | Optimal Order Selection
plot.smoots | Plot Method for the Package 'smoots'
print.smoots | Print Method for the Package 'smoots'
rescale | Rescaling Derivative Estimates
residuals.smoots | Extract Model Residuals
rollCast | Backtesting Semi-ARMA Models with Rolling Forecasts
smoots | smoots: A package for data-driven nonparametric estimation of the trend and its derivatives in equidistant time series.
tempNH | Mean Monthly Northern Hemisphere Temperature Changes
trendCast | Forecasting Function for Nonparametric Trend Functions
tsmooth | Advanced Data-driven Nonparametric Regression for the Trend in Equidistant Time Series
vix | CBOE Volatility Index (VIX) Financial Time Series Data