LINEAR                 package:tsDyn                 R Documentation

_L_i_n_e_a_r _A_u_t_o_R_e_g_r_e_s_s_i_v_e _m_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     AR(m) model

_U_s_a_g_e:

             linear(x, m, d=1, steps=d, series)

_A_r_g_u_m_e_n_t_s:

       x: time series 

m, d, steps: embedding dimension, time delay, forecasting steps 

  series: time series name (optional) 

_D_e_t_a_i_l_s:

     AR(m) model:

 x[t+steps] = phi[0] + phi[1] x[t] + phi[2] x[t-d] + ... + phi[m] x[t - (m-1)d] + eps[t+steps]

_V_a_l_u_e:

     A 'nlar' object, 'linear' subclass.

_A_u_t_h_o_r(_s):

     Antonio, Fabio Di Narzo

_S_e_e _A_l_s_o:

     'nlar' for fitting this and other models to time series data

_E_x_a_m_p_l_e_s:

     #fit an AR(2) model
     mod.linear <- linear(log(lynx), m=2)
     mod.linear
     summary(mod.linear)

