AR1Est                  Exact MLE Mean-Zero AR(1)
ARSdf                   Autoregressive Spectral Density Function
ARToMA                  Coefficients In Infinite Moving Average
                        Expansion
ARToPacf                Reparametrize AR Coefficients In Terms of PACF
AcfPlot                 Basic ACF Plotting
BICqLL                  Select best model using BICq
BackcastResidualsAR     Innovation Residuals in AR
Boot                    Generic Bootstrap Function
Boot.FitAR              Simulate a Fitted AR
Boot.ts                 Parametric Time Series Bootstrap
BoxCox                  Generic Box-Cox Analysis Function
BoxCox.Arima            Box-Cox Analysis for "Arima" Objects
BoxCox.FitAR            Box-Cox Analysis for "FitAR" Objects
BoxCox.numeric          Box-Cox Analysis for a Time Series
BoxCox.ts               Box-Cox Analysis for a Time Series
Caffeine                Caffeine industrial time series
ChampernowneD           Champernowne Matrix
Commodities             Commodity prices
DetAR                   Covariance Determinant of AR(p)
FXRates                 Foreign exchange rates
FastLoglikelihoodAR     Fast Computation of the Loglikelihood Function
                        in AR
FitAR                   Fit AR, ARp and ARz
FitAR-package           Fits AR and subset AR models and provides
                        complete model building capabilities. FitAR
FitARp                  Fit subset ARp Models
FitARz                  Subset ARz Model Fitting
FromSymmetricStorageUpper
                        Converts a Matrix from Symmetric Storage Mode
                        to Regular Format
Get1G                   Internal Utility Function: BLUE Mean
GetARMeanMLE            Exact MLE for Mean in AR(p)
GetB                    Internal Utility Function
GetFitAR                MLE for AR, ARp and ARz
GetFitARpLS             LS for AR(p) and Subset ARp - Short Version
GetFitARpMLE            Exact MLE for subset ARp Models
GetFitARz               Exact MLE for AR(p) and Subset ARz - Short
                        Version
GetKappa                Internal Utility Function
GetLeapsAR              Select lags for Best Subset ARp Model
InformationMatrixAR     Information Matrix for AR(p)
InformationMatrixARp    Fisher Information Matrix Subset Case, ARp
InformationMatrixARz    Fisher Information Matrix Subset Case, ARz
InvertibleQ             Test if Invertible or Stationary-casual
Jacobian                Jacobian AR-coefficients to Partial
                        Autocorrelations
JacobianK               Internal Utility Function
JarqueBeraTest          Jarque-Bera Normality Test
LBQPlot                 Plot Ljung-Box Test P-value vs Lag
LjungBoxTest            Ljung-Box Test for Randomness
LoglikelihoodAR         Exact Loglikelihood for AR
Ninemile                Douglas Fir Treerings, Nine Mile Canyon, Utah,
                        1194-1964
PacfDL                  Partial Autocorrelations via Durbin-Levinson
PacfPlot                Plot Partial Autocorrelations and Limits
PacfToAR                Transform from PACF Parameters to AR
                        Coefficients
PlotARSdf               Plot AR or ARMA Spectral Density
RacfPlot                Residual Autocorrelation Plot
Readts                  Input a Time Series
SelectModel             Select Best AR, ARz or ARp Model
SeriesA                 Series A, Chemical Process Concentration
                        Readings
SeriesB                 Series B
SeriesB2                IBM Stock Prices, 2nd series
SiddiquiMatrix          Covariance Matrix of MLE Parameters in an AR(p)
SimulateGaussianAR      Autoregression Simulation
TacvfAR                 Theoretical Autocovariance Function of AR
TacvfMA                 Theoretical Autocovariances for Moving Average
                        Process
TimeSeriesPlot          Multi-Panel or Single-Panel Time Series Plot
                        with Aspect-Ratio Control
USTobacco               U.S. Tobacco Production, 1871-1984
UnitRootTest            Unit Root Test
VarianceRacfAR          Covariance Matrix Residual Autocorrelations for
                        AR
VarianceRacfARp         Covariance Matrix Residual Autocorrelations for
                        ARp
VarianceRacfARz         Covariance Matrix Residual Autocorrelations for
                        ARz
Willamette              Willamette Riverflow Time Series
bxcx                    Box-Cox Transformation and its Inverse
coef.FitAR              Display Estimated Parameters from Output of
                        "FitAR"
cts                     Concantenate Time Series
fitted.FitAR            Fitted Values from "FitAR" Object
getRho                  Normalized rho unit root test statistic
getT                    t-statistic for unit root test
glog                    glog transformation
plot.FitAR              Plot Method for "FitAR" Object
plot.Selectmodel        Subset AR Graph for "Selectmodel" Object
predict.FitAR           Predict Subset AR Model
print.FitAR             Print Method for "FitAR" Object
residuals.FitAR         Extract Residuals from "FitAR" Object
sdfplot                 Autoregressive Spectral Density Estimation
sdfplot.Arima           Spectral Density of Fitted ARIMA Model
sdfplot.FitAR           Autoregressive Spectral Density Estimation for
                        "FitAR"
sdfplot.ar              Autoregressive Spectral Density Estimation for
                        "ar"
sdfplot.numeric         Autoregressive Spectral Density Estimation for
                        "numeric"
sdfplot.ts              Autoregressive Spectral Density Estimation for
                        "ts" Object
summary.FitAR           Summary Method for "FitAR" Object
toBinary                Binary representation of non-negative integer
