Linear Time Series Analysis

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Documentation for package ‘ltsa’ version 1.4.6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

ltsa-package	Linear Time Series Analysis
DHSimulate	Simulate General Linear Process
DLAcfToAR	Autocorrelations to AR parameters
DLLoglikelihood	Durbin-Levinsion Loglikelihood
DLResiduals	Prediction residuals
DLSimulate	Simulate linear time series
exactLoglikelihood	Exact log-likelihood and MLE for variance
innovationVariance	Nonparametric estimate of the innovation variance
is.toeplitz	test if argument is a symmetric Toeplitz matrix
ltsa	Linear Time Series Analysis
PredictionVariance	Prediction variance
SimGLP	Simulate GLP given innovations
tacvfARMA	theoretical autocovariance function (acvf) of ARMA
ToeplitzInverseUpdate	Inverse of Toeplitz matrix of order n+1 given inverse of order n
TrenchForecast	Minimum Mean Square Forecast
TrenchInverse	compute the matrix inverse of a positive-definite Toepliz matrix
TrenchLoglikelihood	Loglikelihood function of stationary time series using Trench algorithm
TrenchMean	Exact MLE for mean given the autocorrelation function