Multivariate AutoRegressive Analysis


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Documentation for package ‘mAr’ version 1.2-0

Help Pages

mAr.eig Eigendecomposition of m-variate AR(p) model
mAr.est Estimation of multivariate AR(p) model
mAr.pca Multivariate autoregressive analysis in PCA space
mAr.sim Simulation from a multivariate AR(p) model
pinkham Lydia Pinkham Annual Advertising and Sales data
sparrows Body measurements of sparrows
waves Time series of ocean wave height measurements