Man pages for partialAR
Partial Autoregression
| as.data.frame.par.fit | Convert a fit of the PAR model to a single row data.frame |
| estimate.par | Estimates the parameters of a partially autoregressive fit... |
| fit.par | Fit a partially autoregressive model |
| kalman.gain.par | Kalman gain matrix of the partially autoregressive model |
| likelihood_ratio.par | Computes log likelihood ratio for partial autoregressive... |
| loglik.par | Negative log likelihood of a partially autoregressive fit |
| partialAR-package | Partial autoregression |
| pvmr.par | Proportion of variance attributable to mean reversion |
| rpar | Random partially autoregressive sequence |
| sample.likelihood_ratio.par | Generates random samples of the likelihood ratio for the... |
| statehistory.par | Estimates hidden states of a partially autoregressive model |
| test.par | Likelihood ratio test for partially autoregressive model |
| which.hypothesis.partest | Returns the preferred hypothesis when testing for partial... |
