Improved Subset Autoregression : With R Package

@inproceedings{Zhang2008ImprovedSA,
  title={Improved Subset Autoregression : With R Package},
  author={Yongzhi Zhang},
  year={2008}
}
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, such as the monthly sunspot numbers, subset autoregression may prove more feasible and/or parsimonious than using AR or ARMA models. The two principal functions in this package are SelectModel and… CONTINUE READING
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