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



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