Comprehensive model building function for identification,
estimation and diagnostic checking for AR and subset AR models.
Two types of subset AR models are supported.  One family of
subset AR models, denoted by ARp, is formed by taking subet of
the original AR coefficients and in the other, denoted by ARz,
subsets of the partial autocorrelations are used. The main
advantage of the ARz model is its applicability to very large
order models.

Subset AR Model Fitting

package-ubuntu-20.04-r-4.0.5#cran#FitAR-1.94

closing price of common stock, daily, May 17 1961 to November 2 1962

The format is:
num [1:369] 460 457 452 459 462 459 463 479 493 490 ...

Box and Jenkins (1970). Time Series Analysis.

package-ubuntu-20.04-r-4.0.5#cran#FitAR-1.94#docs#SeriesB

SeriesB

Description

Usage

Format

Source

Examples

FitAR

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