Improved Subset Autoregression: With R Package
The FitAR R (R Development Core Team 2008) package that is available on the Comprehensive R Archive Network is described. This package provides a comprehensive approach to fitting autoregressive and subset autoregressive time series. For long time series with complicated autocorrelation behavior, su...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2008-07-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/v28/i02/paper |