Subset AR Model Fitting

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Documentation for package ‘FitAR’ version 1.92

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FitAR-package Fits AR and subset AR models and provides complete model building capabilities. FitAR
AcfPlot Basic ACF Plotting
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
BICqLL Select best model using BICq
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
Caffeine Caffeine industrial time series
ChampernowneD Champernowne Matrix
coef.FitAR Display Estimated Parameters from Output of "FitAR"
Commodities Commodity prices
cts Concantenate Time Series
DetAR Covariance Determinant of AR(p)
FastLoglikelihoodAR Fast Computation of the Loglikelihood Function in AR
FitAR Fit AR, ARp and ARz
FitARp Fit subset ARp Models
FitARz Subset ARz Model Fitting
fitted.FitAR Fitted Values from "FitAR" Object
FromSymmetricStorageUpper Converts a Matrix from Symmetric Storage Mode to Regular Format
FXRates Foreign exchange rates
Get1G Internal Utility Function: BLUE Mean
GetARMeanMLE Exact MLE for Mean in AR(p)
GetB Internal Utility Function
GetFitAR MLE for AR, ARp and ARz
GetFitARpLS LS for AR(p) and Subset ARp - Short Version
GetFitARpMLE Exact MLE for subset ARp Models
GetFitARz Exact MLE for AR(p) and Subset ARz - Short Version
GetKappa Internal Utility Function
GetLeapsAR Select lags for Best Subset ARp Model
getRho Normalized rho unit root test statistic
getT t-statistic for unit root test
glog glog transformation
InformationMatrixAR Information Matrix for AR(p)
InformationMatrixARp Fisher Information Matrix Subset Case, ARp
InformationMatrixARz Fisher Information Matrix Subset Case, ARz
InvertibleQ Test if Invertible or Stationary-casual
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
predict.FitAR Predict Subset AR Model
print.FitAR Print Method for "FitAR" Object
RacfPlot Residual Autocorrelation Plot
Readts Input a Time Series
residuals.FitAR Extract Residuals 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
SeriesB Series B
SeriesB2 IBM Stock Prices, 2nd series
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
UnitRootTest Unit Root Test
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