Linear time series analysis

Documentation for package ‘ltsa’ version 1.1

DHSimulate	Simulate General Linear Process
DLAcfToAR	Autocorrelations to AR parameters
DLLoglikelihood	Durbin-Levinsion Loglikelihood
DLResiduals	Prediction residuals
DLSimulate	Simulate linear time series
is.toeplitz	test if argument is a symmetric Toeplitz matrix
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