ardec.lm: Fit an autoregressive model as a linear regression

In ArDec: Time Series Autoregressive-Based Decomposition

Fit an autoregressive model as a linear regression

Description

Function ardec.lm fits an autoregressive model of order p, AR(p) to a time series through a linear least squares regression.

Usage

ardec.lm(x)

Arguments

x	time series

Value

For ardec.lm, an object of class "lm".

Author(s)

S. M. Barbosa

References

West, M. (1995), Bayesian inference in cyclical component dynamic linear models.Journal of the American Statistical Association, 90, 1301-1312.

See Also

ar, lm

Examples

data(tempEng)
model=ardec.lm(tempEng)

ArDec documentation built on June 1, 2022, 1:06 a.m.