		FUNCTIONS

AcfPlot			Basic ACF Plotting
AR1Est			Exact MLE Mean-Zero AR(1)
ARSdf			Autoregressive Spectral Density Function
ARToMA			Coefficients in Infinite Moving Average Expansion
ARToPacf		Reparametrize AR Coefficients in Terms of PACF
BackcastResidualsAR	Innovation Residuals in AR
bxcx			Box-Cox transformation/inverse
ChampernowneD		Champernowne matrix
cts			Concatenate time series
DetAR			Covariance Determinant of AR(p)
FastLoglikelihoodAR	Fast Computation of the Loglikelihood Function in AR 
FitAR			Fit AR(p) and Subset ARz/ARp
FitARp			AR(p) and Subset ARp using LS or MLE
FitARz			AR(p) and Subset ARz using LS or MLE
GetFitAR		short version for FitAR
GetFitARz		Exact MLE for AR(p) and Subset ARz -- Short Version
GetFitARpLS		LS for AR(p) and Subset ARp -- Short Version
GetFitARpMLE		MLE for AR(p) and Subset ARp -- Short Version
GetARMeanMLE		Exact MLE for Mean in AR(p)
InformationMatrixAR	Fisher Information Matrix AR
InformationMatrixARp	Fisher Information Matrix Subset Case, ARp
InformationMatrixARz	Fisher Information Matrix Subset Case, ARz
InvertibleQ		Test if Invertible or Stationary-casual
Jacobian		Jacobian AR-coefficients to Partial Autocorrelations
JarqueBeraTest		Jarque-Bera Normality Test
LoglikelihoodAR		Exact Loglikelihood for AR
LBQPlot			Plot Ljung-Box Test P-value vs Lag
LjungBoxTest		Ljung-Box Test for Randomness
PacfDL			Partial Autocorrelations via Durbin-Levinson
PacfPlot		Plot Partial Autocorrelations and Limits
PacfToAR		Transform from PACF Parameters to AR Coefficients
PlotARSdf		Plot AR or ARMA Spectral Density
RacfPlot		Residual Autocorrelation Plot
Readts			Input a Time Series
SelectModel		Select Best AR, ARz or ARp Model
SiddiquiMatrix		Covariance Matrix of MLE Parameters in an AR(p) 
SimulateGaussianAR	Autoregression Simulation
TacvfAR			Theoretical Autocovariance Function of AR
TacvfMA			Theoretical Autocovariances for Moving Average Process 
TimeSeriesPlot		Multi-Panel or Single-Panel Time Series Plot with Aspect-Ratio Control
VarianceRacfAR		Covariance Matrix Residual Autocorrelations for AR
VarianceRacfARp		Covariance Matrix Residual Autocorrelations for ARp
VarianceRacfARz		Covariance Matrix Residual Autocorrelations for ARz

	       GENERIC/METHODS	FUNCTIONS
Boot			Generic Bootstrap Function
Boot.FitAR		Simulate a Fitted AR
Boot.ts			Parametric Time Series Bootstrap

BoxCox			Generic Box-Cox Analysis Function 
BoxCox.Arima		Box-Cox Analysis for "Arima" Objects
BoxCox.FitAR		Box-Cox Analysis for "FitAR" Objects
BoxCox.numeric		Box-Cox Analysis for a Time Series
BoxCox.ts		Box-Cox Analysis for a Time Series

coef.FitAR		Display Estimated Parameters from Output of "FitAR"
fitted.FitAR		Fitted Values from "FitAR" Object
plot.FitAR		Plot Method for "FitAR" Object
print.FitAR		Print Method for "FitAR" Object 
residuals.FitAR		Extract Residuals from "FitAR" Object
summary.FitAR		Summary Method for "FitAR" Object

sdfplot			Autoregressive Spectral Density Estimation
sdfplot.Arima		Spectral Density of Fitted ARIMA Model
sdfplot.FitAR		Autoregressive Spectral Density Estimation for "FitAR" 
sdfplot.ar		Autoregressive Spectral Density Estimation for "ar"
sdfplot.numeric		Autoregressive Spectral Density Estimation for "numeric" 
sdfplot.ts		Autoregressive Spectral Density Estimation for "ts" Object

		DATASETS
Ninemile		Douglas Fir Treerings
SeriesA			Chemical Process Concentration Readings
USTobacco		U.S. Tobacco Production, 1871-1984
Willamette		Willamette Riverflow Time Series

	       INTERNAL	FUNCTIONS
FromSymmetricStorageUpper	convert to matrix from vector symmetric storage
Get1G				used in mle for mean					       	
GetB				used in mle for mean
GetKappa			used in mle for mean
JacobianK			Jacobian in DL recursion


