# partialAR v1.0.3

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## Partial Autoregression

Fits time series models which consist of a sum of a permanent and a transient component.

## Functions in partialAR

 Name Description kalman.gain.par Kalman gain matrix of the partially autoregressive model loglik.par Negative log likelihood of a partially autoregressive fit rpar Random partially autoregressive sequence sample.likelihood_ratio.par Generates random samples of the likelihood ratio for the partially autoregressive model statehistory.par Estimates hidden states of a partially autoregressive model partialAR-package Partial autoregression as.data.frame.par.fit Convert a fit of the PAR model to a single row data.frame fit.par Fit a partially autoregressive model test.par Likelihood ratio test for partially autoregressive model estimate.par Estimates the parameters of a partially autoregressive fit using lagged variances likelihood_ratio.par Computes log likelihood ratio for partial autoregressive model which.hypothesis.partest Returns the preferred hypothesis when testing for partial autoregression pvmr.par Proportion of variance attributable to mean reversion No Results!