R: Linear Time Series Analysis

# Linear Time Series Analysis

## Documentation for package ‘ltsa’ version 1.4.6.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

ltsa-package | Linear Time Series Analysis
DHSimulate | Simulate General Linear Process
DLAcfToAR | Autocorrelations to AR parameters
DLLoglikelihood | Durbin-Levinsion Loglikelihood
DLResiduals | Prediction residuals
DLSimulate | Simulate linear time series
exactLoglikelihood | Exact log-likelihood and MLE for variance
innovationVariance | Nonparametric estimate of the innovation variance
is.toeplitz | test if argument is a symmetric Toeplitz matrix
ltsa | Linear Time Series Analysis
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