R: Subset AR Model Fitting

# Subset AR Model Fitting

## 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