
ARfit
 Referenced in 38 articles
[sw00046]
 analyzing multivariate time series with autoregressive (AR) models. ARfit contains modules to given time series ... eigen modes of a fitted model, and for simulating AR ... processes. ARfit estimates the parameters of AR models from given time series data with ... decomposition of a fitted AR model into eigenmodes and associated oscillation periods, damping times...

spTimer
 Referenced in 18 articles
[sw24237]
 Models, [2] Bayesian AutoRegressive (AR) Models, and [3] Bayesian Gaussian Predictive Processes (GPP) based ... AR Models for spatiotemporal bign problems. Bakar and Sahu (2015)

FitAR
 Referenced in 8 articles
[sw08212]
 package FitAR: Subset AR Model Fitting. Comprehensive model building function for identification, estimation and diagnostic ... checking for AR and subset AR models. Two types of subset AR models are supported ... family of subset AR models, denoted by ARp, is formed by taking subet ... original AR coefficients and in the other, denoted by ARz, subsets of the partial autocorrelations...

tsDyn
 Referenced in 9 articles
[sw12355]
 Regime Switching. Implements nonlinear autoregressive (AR) time series models. For univariate series, a nonparametric ... approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics ... transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR ... range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests...

MTS
 Referenced in 7 articles
[sw15485]
 many widely used models, including vector AR models, vector MA models, vector ARMA models, seasonal...

ASAP3
 Referenced in 6 articles
[sw24730]
 fits a firstorder autoregressive (AR(1)) time series model to the batch means ... until the autoregressive parameter in the AR(1) model does not significantly exceed 0.8. Next ... batch means $t$ratio based on the AR(1) parameter estimates; and finally ASAP3 delivers...

McSpatial
 Referenced in 2 articles
[sw16522]
 Mata decomposition for quantile regressions, spatial AR model, repeat sales models, conditionally parametric logit...

imputeFin
 Referenced in 1 article
[sw38295]
 random walk or an autoregressive (AR) model, convenient to model logprices and logvolumes ... Parameter Estimation of HeavyTailed AR Model With Missing Data Via Stochastic EM. IEEE Trans...

mprobit
 Referenced in 3 articles
[sw07958]
 parameters in the multivariate binary/ordinal probit models: exchangeable, AR(1), and unstructured correlation matrix...

ArviZ
 Referenced in 6 articles
[sw31269]
 exploratory analysis of Bayesian models in Python. ArviZ (pronounced ”ARvees”) is a Python package...

GLMMarp
 Referenced in 1 article
[sw13219]
 contains functions to estimate the GLMMAR(p) model for analyzing discrete timeseries cross ... done only with the R language. The model returns draws of the parameter posteriors selected ... computing the Bayes factor with GLMMAR(p) output, a function to recover the random...

MIXREG
 Referenced in 5 articles
[sw24547]
 distributed response data including autocorrelated errors. This model can be used for analysis of unbalanced ... AR(1), MA(1), or ARMA(1,1) form are allowable. This model can also...

gsarima
 Referenced in 1 article
[sw24136]
 time series simulation. Write SARIMA models in (finite) AR representation and simulate generalized multiplicative seasonal...

lsmeans
 Referenced in 7 articles
[sw22579]
 many linear, generalized linear, and mixed models. Compute contrasts or linear functions of leastsquares ... data with unequal subclass numbers”, Tech Report ARS208, USDA National Agricultural Library ... Population marginal means in the linear model: An alternative to least squares means”, The American...

NeuralProphet
 Referenced in 1 article
[sw38185]
 Network based TimeSeries model, inspired by Facebook Prophet and ARNet, built on PyTorch...

prais
 Referenced in 0 articles
[sw15425]
 serial correlation of type AR(1) in a linear model. The procedure is an iterative ... specified model until convergence of rho, i.e. the AR(1) coefficient, is attained. All estimates...

DPB
 Referenced in 2 articles
[sw23168]
 estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation ... Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixedeffects estimator by Bartolucci...

LCNN
 Referenced in 1 article
[sw39591]
 AR, wearables) is extremely challenging. We propose a fast, compact, and accurate model for convolutional...

bayeslongitudinal
 Referenced in 1 article
[sw37931]
 Models Using Bayesian Methodology. Adjusts longitudinal regression models using Bayesian methodology for covariance structures ... symmetry (SC), autoregressive ones of order 1 AR (1) and autoregressive moving average of order...

partialAR
 Referenced in 0 articles
[sw19678]
 autoregressive component is AR(1). This may be of use in modeling certain financial time...