partialAR (1.0.10)

Partial Autoregression.

A time series is said to be partially autoregressive if it can be represented as a sum of a random walk and an autoregressive sequence without unit roots. This package fits partially autoregressive time series, where the autoregressive component is AR(1). This may be of use in modeling certain financial time series.

Maintainer: Matthew Clegg
Author(s): Matthew Clegg [aut, cre, cph]

License: GPL-2 | GPL-3

Uses: data.table, FKF, ggplot2, MASS, plot3D, Rcpp, tseries, urca, zoo, TTR, egcm
Reverse depends: partialCI

Released almost 3 years ago.