FitAR: Subset AR Model Fitting
Comprehensive model building function for identification,
estimation and diagnostic checking for AR and subset AR models.
Two types of subset AR models are supported. One family of
subset AR models, denoted by ARp, is formed by taking subet of
the original AR coefficients and in the other, denoted by ARz,
subsets of the partial autocorrelations are used. The main
advantage of the ARz model is its applicability to very large
order models.
| Version: |
1.94 |
| Depends: |
R (≥ 2.0.0), lattice, leaps, ltsa, bestglm |
| Imports: |
lattice, leaps, ltsa |
| Published: |
2013-03-16 |
| Author: |
A.I. McLeod, Ying Zhang and Changjiang Xu |
| Maintainer: |
A.I. McLeod <aimcleod at uwo.ca> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://www.stats.uwo.ca/faculty/aim |
| NeedsCompilation: |
yes |
| Classification/ACM: |
G.3, G.4, I.5.1 |
| Classification/MSC: |
62M10, 91B84 |
| Citation: |
FitAR citation info |
| Materials: |
NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
FitAR results |
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