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

Downloads:

Reference manual: FitAR.pdf
Package source: FitAR_1.94.tar.gz
MacOS X binary: FitAR_1.94.tgz
Windows binary: FitAR_1.94.zip
Old sources: FitAR archive

Reverse dependencies:

Reverse depends: deseasonalize, FitARMA, sltl
Reverse suggests: portes