| Name | Summary |
|---|---|
| ARARFit | Fit ARAR algorithm. |
| ARARForecast | Forecast time series by ARAR. |
| ARBurgFit | Burg AR estimation. |
| ARIMAForecast | Forecast using the ARIMA model. |
| ARIMASimulate | Simulate the ARIMA process. |
| ARMAAcf | Estimates autocorrelation/autocovariance function for the ARMA model. |
| ARMAHannahFit | Hannah-Rissanen ARMA estimation. |
| ARMAInnovationsFit | Innovations ARMA estimation. |
| ARMAKappa | ARMA process covariances. |
| ARMALogLike | -2log likelihood. |
| ARMAMLE | Estimate ARMA process AR and MA coefficients. |
| ARMAPredictors | ARMA model one-step ahead predictors. |
| ARMASimulate | Simulate the ARMA process. |
| ARYuleWalkerFit | Yule-Walker AR estimation. |
| BoxLjung | The box-Ljung statistics. |
| CheckARMACoeffs | Check AR(MA) coeefficients. |
| DurbinLevinson | The Durbin-Levinson algorithm. |
| Innovations | The innovations algorithm. |
| Copyright 2008 Dew Research |