AR and Subset AR Modelling

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Documentation for package `FitAR' version 1.0

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AcfPlot Autocorrelation Plot
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
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
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 Fitted Values from "FitAR" Object
FromSymmetricStorageUpper Converts a Matrix from Symmetric Storage Mode to Regular Format
Get1G Internal Utility Function: BLUE mean
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 ARp Model
InformationMatrixAR Information Matrix for AR(p)
InformationMatrixARp Information Matrix for ARp
InformationMatrixARz Information Matrix ARz
InvertibleQ Invertibility Test
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
plot.FitAR Plot Method for "FitAR" Object
plot.Selectmodel Subset AR Graph for "Selectmodel" Object
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 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
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 Aspect-Ratio Control
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