Man pages for FitAR
Subset AR Model Fitting

AcfPlotBasic ACF Plotting
AR1EstExact MLE Mean-Zero AR(1)
ARSdfAutoregressive Spectral Density Function
ARToMACoefficients In Infinite Moving Average Expansion
ARToPacfReparametrize AR Coefficients In Terms of PACF
BackcastResidualsARInnovation Residuals in AR
BICqLLSelect best model using BICq
BootGeneric Bootstrap Function
Boot.FitARSimulate a Fitted AR
Boot.tsParametric Time Series Bootstrap
BoxCoxGeneric Box-Cox Analysis Function
BoxCox.ArimaBox-Cox Analysis for "Arima" Objects
BoxCox.FitARBox-Cox Analysis for "FitAR" Objects
BoxCox.numericBox-Cox Analysis for a Time Series
BoxCox.tsBox-Cox Analysis for a Time Series
bxcxBox-Cox Transformation and its Inverse
CaffeineCaffeine industrial time series
ChampernowneDChampernowne Matrix
coef.FitARDisplay Estimated Parameters from Output of "FitAR"
CommoditiesCommodity prices
ctsConcantenate Time Series
DetARCovariance Determinant of AR(p)
FastLoglikelihoodARFast Computation of the Loglikelihood Function in AR
FitARFit AR, ARp and ARz
FitARpFit subset ARp Models
FitAR-packageFits AR and subset AR models and provides complete model...
FitARzSubset ARz Model Fitting
fitted.FitARFitted Values from "FitAR" Object
FromSymmetricStorageUpperConverts a Matrix from Symmetric Storage Mode to Regular...
FXRatesForeign exchange rates
Get1GInternal Utility Function: BLUE Mean
GetARMeanMLEExact MLE for Mean in AR(p)
GetBInternal Utility Function
GetFitARMLE for AR, ARp and ARz
GetFitARpLSLS for AR(p) and Subset ARp - Short Version
GetFitARpMLEExact MLE for subset ARp Models
GetFitARzExact MLE for AR(p) and Subset ARz - Short Version
GetKappaInternal Utility Function
GetLeapsARSelect lags for Best Subset ARp Model
getRhoNormalized rho unit root test statistic
getTt-statistic for unit root test
glogglog transformation
InformationMatrixARInformation Matrix for AR(p)
InformationMatrixARpFisher Information Matrix Subset Case, ARp
InformationMatrixARzFisher Information Matrix Subset Case, ARz
InvertibleQTest if Invertible or Stationary-casual
JacobianJacobian AR-coefficients to Partial Autocorrelations
JacobianKInternal Utility Function
JarqueBeraTestJarque-Bera Normality Test
LBQPlotPlot Ljung-Box Test P-value vs Lag
LjungBoxTestLjung-Box Test for Randomness
LoglikelihoodARExact Loglikelihood for AR
NinemileDouglas Fir Treerings, Nine Mile Canyon, Utah, 1194-1964
PacfDLPartial Autocorrelations via Durbin-Levinson
PacfPlotPlot Partial Autocorrelations and Limits
PacfToARTransform from PACF Parameters to AR Coefficients
PlotARSdfPlot AR or ARMA Spectral Density
plot.FitARPlot Method for "FitAR" Object
plot.SelectmodelSubset AR Graph for "Selectmodel" Object
predict.FitARPredict Subset AR Model
print.FitARPrint Method for "FitAR" Object
RacfPlotResidual Autocorrelation Plot
ReadtsInput a Time Series
residuals.FitARExtract Residuals from "FitAR" Object
sdfplotAutoregressive Spectral Density Estimation
sdfplot.arAutoregressive Spectral Density Estimation for "ar"
sdfplot.ArimaSpectral Density of Fitted ARIMA Model
sdfplot.FitARAutoregressive Spectral Density Estimation for "FitAR"
sdfplot.numericAutoregressive Spectral Density Estimation for "numeric"
sdfplot.tsAutoregressive Spectral Density Estimation for "ts" Object
SelectModelSelect Best AR, ARz or ARp Model
SeriesASeries A, Chemical Process Concentration Readings
SeriesBSeries B
SeriesB2IBM Stock Prices, 2nd series
SiddiquiMatrixCovariance Matrix of MLE Parameters in an AR(p)
SimulateGaussianARAutoregression Simulation
summary.FitARSummary Method for "FitAR" Object
TacvfARTheoretical Autocovariance Function of AR
TacvfMATheoretical Autocovariances for Moving Average Process
TimeSeriesPlotMulti-Panel or Single-Panel Time Series Plot with...
toBinaryBinary representation of non-negative integer
UnitRootTestUnit Root Test
USTobaccoU.S. Tobacco Production, 1871-1984
VarianceRacfARCovariance Matrix Residual Autocorrelations for AR
VarianceRacfARpCovariance Matrix Residual Autocorrelations for ARp
VarianceRacfARzCovariance Matrix Residual Autocorrelations for ARz
WillametteWillamette Riverflow Time Series
FitAR documentation built on May 2, 2019, 3:22 a.m.