Subset AR Model Fitting

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Documentation for package ‘FitAR’ version 1.94

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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
toBinary	Binary representation of non-negative integer
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