├── .document ├── .gitignore ├── .travis.yml ├── Gemfile ├── History.md ├── LICENSE.txt ├── README.md ├── Rakefile ├── lib ├── statsample-timeseries.rb └── statsample-timeseries │ ├── arima.rb │ ├── arima │ ├── kalman.rb │ └── likelihood.rb │ ├── daru_monkeys.rb │ ├── timeseries │ └── pacf.rb │ ├── utility.rb │ └── version.rb ├── statsample-timeseries.gemspec └── test ├── fixtures └── stock_data.csv ├── helper.rb ├── test_acf.rb ├── test_arima_ks.rb ├── test_arima_simulators.rb ├── test_matrix.rb ├── test_pacf.rb └── test_wald.rb /.document: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/.document -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/.gitignore -------------------------------------------------------------------------------- /.travis.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/.travis.yml -------------------------------------------------------------------------------- /Gemfile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/Gemfile -------------------------------------------------------------------------------- /History.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/History.md -------------------------------------------------------------------------------- /LICENSE.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/LICENSE.txt -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/README.md -------------------------------------------------------------------------------- /Rakefile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/Rakefile -------------------------------------------------------------------------------- /lib/statsample-timeseries.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/arima.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/arima.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/arima/kalman.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/arima/kalman.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/arima/likelihood.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/arima/likelihood.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/daru_monkeys.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/daru_monkeys.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/timeseries/pacf.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/timeseries/pacf.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/utility.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/utility.rb -------------------------------------------------------------------------------- /lib/statsample-timeseries/version.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/lib/statsample-timeseries/version.rb -------------------------------------------------------------------------------- /statsample-timeseries.gemspec: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/statsample-timeseries.gemspec -------------------------------------------------------------------------------- /test/fixtures/stock_data.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/fixtures/stock_data.csv -------------------------------------------------------------------------------- /test/helper.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/helper.rb -------------------------------------------------------------------------------- /test/test_acf.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/test_acf.rb -------------------------------------------------------------------------------- /test/test_arima_ks.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/test_arima_ks.rb -------------------------------------------------------------------------------- /test/test_arima_simulators.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/test_arima_simulators.rb -------------------------------------------------------------------------------- /test/test_matrix.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/test_matrix.rb -------------------------------------------------------------------------------- /test/test_pacf.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/test_pacf.rb -------------------------------------------------------------------------------- /test/test_wald.rb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SciRuby/statsample-timeseries/HEAD/test/test_wald.rb --------------------------------------------------------------------------------