AcfPlot | autocorrelation plot |
AR1Est | Exact MLE AR(1) known mean |
ARSdf | Autoregressive Spectral Density Function |
ARToMA | Coefficients in GLP expansion |
ARToPacf | Reparametrize AR coefficients in terms of PACF |
BackcastResidualsAR | Innovation Residuals in AR |
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 Time Series |
BoxCox.FitAR | Box-Cox analysis for "FitAR" objects |
BoxCox.numeric | Box-Cox transformation for a time series |
BoxCox.ts | Box-Cox analysis for a time series |
bxcx | Box-Cox transformation and its inverse |
ChampernowneD | Champernowne Matrix |
coef.FitAR | Display estimated parameters from output of FitAR |
DetAR | Covariance determinant of AR(p) |
FastLoglikelihoodAR | Fast computation of the loglikelihood function in AR |
FitAR | Exact MLE for AR(p) and Subset AR |
FitARLS | Fit subset AR using OLS |
fitted.FitAR | extract residual from "FitAR" object |
FromSymmetricStorageUpper | Converts a matrix from symmetric storage mode to regular format |
Get1G | Internal utility function |
GetARMeanMLE | Exact mle for mean in AR(p) |
GetB | Internal utility function |
GetFitAR | Fit AR(p) |
GetFitARLS | Fit AR using Least-Squares |
GetKappa | Internal utility function |
GetLeapsAR | Select lags for best subset AR-phi model |
InformationMatrixAR | Information matrix for AR(p) |
InformationMatrixARp | Information Matrix in Subset AR |
InformationMatrixARz | Information matrix AR(p) |
InvertibleQ | Test if par |
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 |
plot.FitAR | plot method for "FitAR" object |
plot.Selectmodel | Subset AR graph |
PlotARSdf | Plot AR or ARMA Spectral Density |
print.FitAR | print method for "FitAR" object |
RacfPlot | Residual autocorrelation plot |
Readts | Input a time series |
residuals.FitAR | extract residual from "FitAR" object |
sdfplot | Autoregressive spectral density estimation |
sdfplot.ar | Autoregressive spectral density estimation |
sdfplot.Arima | Spectral density of fitted ARIMA model |
sdfplot.FitAR | Autoregressive spectral density estimation |
sdfplot.numeric | Autoregressive spectral density estimation |
sdfplot.ts | Autoregressive spectral density estimation |
SelectModel | Select Best AR(p) or Subset AR(p) Using AIC |
SeriesA | Series A, Chemical Process Concentration Readings |
SiddiquiMatrix | Covariance matrix of MLE parameters in an AR(p) |
SimulateGaussianAR | ~~function to do ... ~~ |
summary.FitAR | summary method for "FitAR" object |
TacvfAR | Theoretical Autocovariance Function of AR |
TacvfMA | Theoretical Autocovariances for Moving Average Process |
TimeSeriesPlot | Multipanel trellis style time series plot |
TracePlot | plot time series controlling the aspect-ratio |
USTobacco | U.S. Tobacco Production, 1871-1984 |
VarianceRacfAR | Covariance matrix residual autocorrelations |
VarianceRacfARp | Covariance matrix residual autocorrelations, subset AR-phi |
VarianceRacfARz | Covariance matrix, residual autocorrelations, subset AR-zeta |
Willamette | Willamette riverflow time series |