FUNCTIONS AcfPlot basic acf plotting AR1Est exact MLE for mean-zero AR(1) ARSdf AR spectral density via FFT ARToMA impulse cofficients ARToPacf transform AR to PACF BackcastResidualsAR compute residuals using backforecasting bxcx Box-Cox transformation/inverse ChampernowneD Champernowne D matrix DetAR determinant of AR covariance matrix FastLoglikelihoodAR fast loglikelihood using Champernowne method FitAR exact mle for AR(p) and subset ARz FitARLS LS for AR(p) and subset ARp GetFitAR exact mle for AR(p) and subset ARz -- short version GetFitARLS LS for AR(p) and subset ARp -- short version GetARMeanMLE exact mean MLE in AR InformationMatrixAR Fisher information matrix AR InformationMatrixARp Fisher information matrix subset case, ARp InformationMatrixARz Fisher information matrix subset case, ARz InvertibleQ test if invertible or stationary-casual Jacobian Jacobian of AR to PACF transformation JarqueBeraTest Jarque-Bera test for normal distribution LoglikelihoodAR loglikelihood AR LBQPlot plot Ljung-Box test results LjungBox Ljung-Box portmanteau test PacfDL compute PACF from ACF using DL recursions PacfPlot partial autocorrelation plot PacfToAR transform PACF to AR PlotARSdf plot AR spectral density RacfPlot residual acf plot Readts input time series SelectModel AIC/BIC model selection for AR and subset AR SiddiquiMatrix inverse covariance matrix AR SimulateGaussianAR simulate Gaussian AR TacvfAR theoretical autocovariances AR TacvfMA theoretical autocovariances MA TimeSeriesPlot time series plot (using lattice graphics) TracePlot time series plot (using plot) VarianceRacfAR variance of residual acf, AR VarianceRacfARp variance of residual acf, subset case, ARp VarianceRacfARz variance of residual acf, subset case, ARz GENERIC/METHODS FUNCTIONS Boot generic bootstrap Boot.FitAR bootstrap method for "FitAR" Boot.ts bootstrap method for "ts" BoxCox generic Box-Cox analysis BoxCox.Arima Box-Cox analysis for "Arima" BoxCox.FitAR Box-Cox analysis for "FitAR" BoxCox.numeric Box-Cox analysis for "numeric" BoxCox.ts Box-Cox analysis for "ts" coef.FitAR coefficients for "FitAR" fitted.FitAR fitted values for "FitAR" plot.FitAR plot for "FitAR" print.FitAR print method, "FitAR" residuals.FitAR residuals, "FitAR" summary.FitAR summary, "FitAR" sdfplot generic spectral density function plot sdfplot.Arima sdf plot, "Arima" sdfplot.FitAR sdf plot, "FitAR" sdfplot.ar sdf plot, "ar" sdfplot.vector sdf plot, "vector" sdfplot.ts sdf plot, "ts" DATASETS Ninemile treering time series SeriesA chemical process concentration USTobacco Annual tobacco production, U.S., 1871-1984 Willamette Willamette riverflows INTERNAL FUNCTIONS FromSymmetricStorageUpper convert to matrix from vector symmetric storage Get1G used in mle for mean GetB used in mle for mean GetKappa used in mle for mean JacobianK Jacobian in DL recursion