Man pages for ltsa
Linear Time Series Analysis

DHSimulateSimulate General Linear Process
DLAcfToARAutocorrelations to AR parameters
DLLoglikelihoodDurbin-Levinsion Loglikelihood
DLResidualsPrediction residuals
DLSimulateSimulate linear time series
exactLoglikelihoodExact log-likelihood and MLE for variance
innovationVarianceNonparametric estimate of the innovation variance
is.toeplitztest if argument is a symmetric Toeplitz matrix
ltsa-packageLinear Time Series Analysis
PredictionVariancePrediction variance
SimGLPSimulate GLP given innovations
tacvfARMAtheoretical autocovariance function (acvf) of ARMA
ToeplitzInverseUpdateInverse of Toeplitz matrix of order n+1 given inverse of...
TrenchForecastMinimum Mean Square Forecast
TrenchInversecompute the matrix inverse of a positive-definite Toepliz...
TrenchLoglikelihoodLoglikelihood function of stationary time series using Trench...
TrenchMeanExact MLE for mean given the autocorrelation function
ltsa documentation built on May 2, 2019, 4:01 a.m.