https://github.com/cran/ltsa
Tip revision: 72f0ab7f859a80d0028d4552ee318382108d8bac authored by A.I. McLeod on 05 January 2008, 00:00:00 UTC
version 1.1
version 1.1
Tip revision: 72f0ab7
INDEX
FUNCTIONS
DLAcfToAR AR coefficients, partial autocorrelations, predictor variances
DLLoglikelihood Durbin-Levinson loglikelihood computation
DLResiduals Prediction residuals
DHSimulate Simulation with the Davies-Harte method
DLSimulate Simulation using the Durbin-Levinson recursion
is.toeplitz Test if symmetric Toeplitz matrix
PredictionVariance Variance of the forecasts
SimGLP Simulate general linear time series, nonGaussian
ToeplitzInverseUpdate Update matrix inverse
TrenchForecast Minimum mean-square error forecasts and sd
TrenchInverse Inverse of Toeplitz matrix
TrenchLoglikelihood Loglikelihood via Trench algorithm
TrenchMean MLE for mean