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McLeod AI, Yu H, Krougly Z (2007). “Algorithms for Linear Time Series Analysis: With R Package.” Journal of Statistical Software, 23(5). https://www.jstatsoft.org/v23/i05/.

Corresponding BibTeX entry: 

  @Article{,
    title = {Algorithms for Linear Time Series Analysis: With R
      Package},
    author = {A. I. McLeod and Hao Yu and Zinovi Krougly},
    journal = {Journal of Statistical Software},
    year = {2007},
    volume = {23},
    number = {5},
    url = {https://www.jstatsoft.org/v23/i05/},
  }

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