Partial Autoregression

Documentation for package ‘partialAR’ version 1.0.5

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