FitAR

MaRDI QIDQ20222swMATHFDO

Official website http://cran.r-project.org/web/packages/FitAR/index.html

Source code repository https://github.com/cran/FitAR

Cited in

(18)

• Finite-sample properties of estimators for first and second order autoregressive processes
• LASSO order selection for sparse autoregression: a bootstrap approach
• Séries temporelles avec R
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city
• fGarch
• caschrono
• TSA
• AS 181
• BootPR
• dynlm
• fUnitRoots
• ltsa
• portes
• The joint distribution of the maximum and minimum of an AR(1) process
• ARbiascorrect
• Simultaneous confidence bands for sequential autoregressive fitting
• Simultaneous confidence bands for Yule-Walker estimators and order selection
• Oracle model selection for correlated data via residuals

This page was built for software: FitAR