# Partial Autoregression

## Documentation for package ‘partialAR’ version 1.0.12

- DESCRIPTION file.

## Help Pages

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