mAr: Multivariate AutoRegressive analysis

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R functions for multivariate autoregressive analysis

Author
S. M. Barbosa
Date of publication
2012-10-29 08:59:08
Maintainer
S. M. Barbosa <susana.barbosa@fc.up.pt>
License
GPL (>= 2)
Version
1.1-2

View on CRAN

Man pages

mAr.eig
Eigendecomposition of m-variate AR(p) model
mAr.est
Estimation of multivariate AR(p) model
mAr.pca
Multivariate autoregressive analysis in PCA space
mAr.sim
Simulation from a multivariate AR(p) model
pinkham
Lydia Pinkham Annual Advertising and Sales data
sparrows
Body measurements of sparrows
waves
Time series of ocean wave height measurements

Files in this package

mAr
mAr/data
mAr/data/sparrows.rda
mAr/data/waves.rda
mAr/data/pinkham.rda
mAr/NAMESPACE
mAr/man
mAr/man/sparrows.Rd
mAr/man/pinkham.Rd
mAr/man/mAr.eig.Rd
mAr/man/mAr.est.Rd
mAr/man/mAr.pca.Rd
mAr/man/waves.Rd
mAr/man/mAr.sim.Rd
mAr/DESCRIPTION
mAr/MD5
mAr/R
mAr/R/mAr.sim.R
mAr/R/mAr.est.R
mAr/R/mAr.pca.R
mAr/R/mAr.eig.R