FitAR

Exact MLE Mean-Zero AR(1)

Autoregressive Spectral Density Function

Coefficients In Infinite Moving Average Expansion

Reparametrize AR Coefficients In Terms of PACF

Basic ACF Plotting

Select best model using BICq

Innovation Residuals in AR

Generic Bootstrap Function

Simulate a Fitted AR

Parametric Time Series Bootstrap

Generic Box-Cox Analysis Function

Box-Cox Analysis for "Arima" Objects

Box-Cox Analysis for "FitAR" Objects

Box-Cox Analysis for a Time Series

Box-Cox Analysis for a Time Series

Caffeine industrial time series

Champernowne Matrix

Commodity prices

Covariance Determinant of AR(p)

Foreign exchange rates

Fast Computation of the Loglikelihood Function in AR

Fit AR, ARp and ARz

Fits AR and subset AR models and provides complete model building capabilities. FitAR

Fit subset ARp Models

Subset ARz Model Fitting

Converts a Matrix from Symmetric Storage Mode to Regular Format

Internal Utility Function: BLUE Mean

Exact MLE for Mean in AR(p)

Internal Utility Function

MLE for AR, ARp and ARz

LS for AR(p) and Subset ARp – Short Version

Exact MLE for subset ARp Models

Exact MLE for AR(p) and Subset ARz – Short Version

Internal Utility Function

Select lags for Best Subset ARp Model

Information Matrix for AR(p)

Fisher Information Matrix Subset Case, ARp

Fisher Information Matrix Subset Case, ARz

Test if Invertible or Stationary-casual

Jacobian AR-coefficients to Partial Autocorrelations

Internal Utility Function

Jarque-Bera Normality Test

Plot Ljung-Box Test P-value vs Lag

Ljung-Box Test for Randomness

Exact Loglikelihood for AR

Douglas Fir Treerings, Nine Mile Canyon, Utah, 1194-1964

Partial Autocorrelations via Durbin-Levinson

Plot Partial Autocorrelations and Limits

Transform from PACF Parameters to AR Coefficients

Plot AR or ARMA Spectral Density

Residual Autocorrelation Plot

Input a Time Series

Select Best AR, ARz or ARp Model

Series A, Chemical Process Concentration Readings

Series B

IBM Stock Prices, 2nd series

Covariance Matrix of MLE Parameters in an AR(p)

Autoregression Simulation

Theoretical Autocovariance Function of AR

Theoretical Autocovariances for Moving Average Process

Multi-Panel or Single-Panel Time Series Plot with Aspect-Ratio Control

U.S. Tobacco Production, 1871-1984

Unit Root Test

Covariance Matrix Residual Autocorrelations for AR

Covariance Matrix Residual Autocorrelations for ARp

Covariance Matrix Residual Autocorrelations for ARz

Willamette Riverflow Time Series

Box-Cox Transformation and its Inverse

Display Estimated Parameters from Output of "FitAR"

Concantenate Time Series

Fitted Values from "FitAR" Object

Normalized rho unit root test statistic

t-statistic for unit root test

glog transformation

Plot Method for "FitAR" Object

Subset AR Graph for "Selectmodel" Object

Predict Subset AR Model

Print Method for "FitAR" Object

Extract Residuals from "FitAR" Object

Autoregressive Spectral Density Estimation

Spectral Density of Fitted ARIMA Model

Autoregressive Spectral Density Estimation for "FitAR"

Autoregressive Spectral Density Estimation for "ar"

Autoregressive Spectral Density Estimation for "numeric"

Autoregressive Spectral Density Estimation for "ts" Object

Summary Method for "FitAR" Object

Binary representation of non-negative integer