| AcfPlot | Basic ACF Plotting |
| AR1Est | Exact MLE Mean-Zero AR(1) |
| ARSdf | Autoregressive Spectral Density Function |
| ARToMA | Coefficients In Infinite Moving Average Expansion |
| ARToPacf | Reparametrize AR Coefficients In Terms of PACF |
| BackcastResidualsAR | Innovation Residuals in AR |
| BICqLL | Select best model using BICq |
| Boot | Generic Bootstrap Function |
| Boot.FitAR | Simulate a Fitted AR |
| Boot.ts | Parametric Time Series Bootstrap |
| BoxCox | Generic Box-Cox Analysis Function |
| BoxCox.Arima | Box-Cox Analysis for "Arima" Objects |
| BoxCox.FitAR | Box-Cox Analysis for "FitAR" Objects |
| BoxCox.numeric | Box-Cox Analysis for a Time Series |
| BoxCox.ts | Box-Cox Analysis for a Time Series |
| bxcx | Box-Cox Transformation and its Inverse |
| Caffeine | Caffeine industrial time series |
| ChampernowneD | Champernowne Matrix |
| coef.FitAR | Display Estimated Parameters from Output of "FitAR" |
| Commodities | Commodity prices |
| cts | Concantenate Time Series |
| DetAR | Covariance Determinant of AR(p) |
| FastLoglikelihoodAR | Fast Computation of the Loglikelihood Function in AR |
| FitAR | Fit AR, ARp and ARz |
| FitARp | Fit subset ARp Models |
| FitAR-package | Fits AR and subset AR models and provides complete model... |
| FitARz | Subset ARz Model Fitting |
| fitted.FitAR | Fitted Values from "FitAR" Object |
| FromSymmetricStorageUpper | Converts a Matrix from Symmetric Storage Mode to Regular... |
| FXRates | Foreign exchange rates |
| Get1G | Internal Utility Function: BLUE Mean |
| GetARMeanMLE | Exact MLE for Mean in AR(p) |
| GetB | Internal Utility Function |
| GetFitAR | MLE for AR, ARp and ARz |
| GetFitARpLS | LS for AR(p) and Subset ARp - Short Version |
| GetFitARpMLE | Exact MLE for subset ARp Models |
| GetFitARz | Exact MLE for AR(p) and Subset ARz - Short Version |
| GetKappa | Internal Utility Function |
| GetLeapsAR | Select lags for Best Subset ARp Model |
| getRho | Normalized rho unit root test statistic |
| getT | t-statistic for unit root test |
| glog | glog transformation |
| InformationMatrixAR | Information Matrix for AR(p) |
| InformationMatrixARp | Fisher Information Matrix Subset Case, ARp |
| InformationMatrixARz | Fisher Information Matrix Subset Case, ARz |
| InvertibleQ | Test if Invertible or Stationary-casual |
| Jacobian | Jacobian AR-coefficients to Partial Autocorrelations |
| JacobianK | Internal Utility Function |
| JarqueBeraTest | Jarque-Bera Normality Test |
| LBQPlot | Plot Ljung-Box Test P-value vs Lag |
| LjungBoxTest | Ljung-Box Test for Randomness |
| LoglikelihoodAR | Exact Loglikelihood for AR |
| Ninemile | Douglas Fir Treerings, Nine Mile Canyon, Utah, 1194-1964 |
| PacfDL | Partial Autocorrelations via Durbin-Levinson |
| PacfPlot | Plot Partial Autocorrelations and Limits |
| PacfToAR | Transform from PACF Parameters to AR Coefficients |
| PlotARSdf | Plot AR or ARMA Spectral Density |
| plot.FitAR | Plot Method for "FitAR" Object |
| plot.Selectmodel | Subset AR Graph for "Selectmodel" Object |
| predict.FitAR | Predict Subset AR Model |
| print.FitAR | Print Method for "FitAR" Object |
| RacfPlot | Residual Autocorrelation Plot |
| Readts | Input a Time Series |
| residuals.FitAR | Extract Residuals from "FitAR" Object |
| sdfplot | Autoregressive Spectral Density Estimation |
| sdfplot.ar | Autoregressive Spectral Density Estimation for "ar" |
| sdfplot.Arima | Spectral Density of Fitted ARIMA Model |
| sdfplot.FitAR | Autoregressive Spectral Density Estimation for "FitAR" |
| sdfplot.numeric | Autoregressive Spectral Density Estimation for "numeric" |
| sdfplot.ts | Autoregressive Spectral Density Estimation for "ts" Object |
| SelectModel | Select Best AR, ARz or ARp Model |
| SeriesA | Series A, Chemical Process Concentration Readings |
| SeriesB | Series B |
| SeriesB2 | IBM Stock Prices, 2nd series |
| SiddiquiMatrix | Covariance Matrix of MLE Parameters in an AR(p) |
| SimulateGaussianAR | Autoregression Simulation |
| summary.FitAR | Summary Method for "FitAR" Object |
| TacvfAR | Theoretical Autocovariance Function of AR |
| TacvfMA | Theoretical Autocovariances for Moving Average Process |
| TimeSeriesPlot | Multi-Panel or Single-Panel Time Series Plot with... |
| toBinary | Binary representation of non-negative integer |
| UnitRootTest | Unit Root Test |
| USTobacco | U.S. Tobacco Production, 1871-1984 |
| VarianceRacfAR | Covariance Matrix Residual Autocorrelations for AR |
| VarianceRacfARp | Covariance Matrix Residual Autocorrelations for ARp |
| VarianceRacfARz | Covariance Matrix Residual Autocorrelations for ARz |
| Willamette | Willamette Riverflow Time Series |
