https://github.com/cran/ltsa
Tip revision: d1a312e52f8273b90b43b27e3e97d500010fb403 authored by A.I. McLeod on 30 October 2007, 16:55:48 UTC
version 1.0
version 1.0
Tip revision: d1a312e
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