https://github.com/cran/ltsa
Revision 139a71301dddbf83946703cc6ac3c725eb46da8e authored by A.I. McLeod on 08 January 2008, 15:06:55 UTC, committed by cran-robot on 08 January 2008, 15:06:55 UTC
1 parent d1a312e
Tip revision: 139a71301dddbf83946703cc6ac3c725eb46da8e authored by A.I. McLeod on 08 January 2008, 15:06:55 UTC
version 1.1
version 1.1
Tip revision: 139a713
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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