I'm trying to make a library when analyzing time series. Since I'm not used to statistics, it may take a long time to complete it.
What I'm going to add 1.revise Brown-quardratic exponential smoothing 2.Halt's two parameter linear exponential smoothing 3.Winters' multiplicative seasonal exponential smoothing 4.Winters' additive seasonal exponential smoothing 5.ACF 6.PACF 7.AR model 8.ARMA model 9.ARIMA model