*Journal of Statistical Software* article: "Algorithms for Linear Time Series Analysis: With R Package" by McLeod, Yu and Krougly

**R Package: ltsa **

Version: |
1.1 |

Authors: |
A.I. McLeod, Hao Yu and Zinovi Krougly |

Maintainer: |
A.I. McLeod |

License: |
GPL Version 2 |

Package source: | ltsa_1.1.tar.gz |

MacOS X binary: | ltsa_1.1_R_i386-apple-darwin8.9.1.tar.gz |

Windows binary: | ltsa_1.1.zip |

Index of contents: | ltsa.INDEX |

Reference manual: | ltsa.pdf |

**R Package: FGN **

Version: |
1.1 |

Authors: |
A.I. McLeod |

Maintainer: |
A.I. McLeod |

License: |
GPL Version 2 |

Package source: | FGN_1.1.tar.gz |

MacOS X binary: | FGN_1.1_R_i386-apple-darwin8.9.1.tar.gz |

Windows binary: | FGN_1.1.zip |

Index of contents: | FGN.INDEX |

Reference manual: | FGN.pdf |

**R Scripts to Accompany our Paper **

Table 12: Forecasts of NileMin updating the model and forecasts and comparing with predict.Arima: NileMinForecastWithFullUpdating.R

*The next three scripts are computer intensive and require the Rmpi package
running on a suitable Boewulf cluster computer.*

Table 14: Properties of H: VarHSimulationRmpi.R

Table 15: Bootstrap forecasting with estimated FGN and ARMA parameter:
NileMinBootForecastRmpi.R

and with known H=0.831: NileMinParameterCertainty.R