partialAR-package | Partial autoregression |
as.data.frame.par.fit | Convert a fit of the PAR model to a single row data.frame |
estimate.par | Estimates the parameters of a partially autoregressive fit using lagged variances |
fit.par | Fit a partially autoregressive model |
kalman.gain.par | Kalman gain matrix of the partially autoregressive model |
likelihood_ratio.par | Computes log likelihood ratio for partial autoregressive model |
loglik.par | Negative log likelihood of a partially autoregressive fit |
partialAR | Partial autoregression |
pvmr.par | Proportion of variance attributable to mean reversion |
rpar | Random partially autoregressive sequence |
sample.likelihood_ratio.par | Generates random samples of the likelihood ratio for the partially autoregressive model |
statehistory.par | Estimates hidden states of a partially autoregressive model |
test.par | Likelihood ratio test for partially autoregressive model |
which.hypothesis.partest | Returns the preferred hypothesis when testing for partial autoregression |