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FitARMA (version 1.6.1)
Fit ARMA or ARIMA Using Fast MLE Algorithm
Description
Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.
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Version
Version
1.6.1
1.6
1.4
1.3
Install
install.packages('FitARMA')
Monthly Downloads
40
Version
1.6.1
License
GPL (>= 2)
Maintainer
A.I. McLeod
Last Published
January 4th, 2019
Functions in FitARMA (1.6.1)
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InformationMatrixARMA
Expected large-sample information matrix for ARMA
coef.FitARMA
coef method for class FitARMA
FitARMA-package
FitARMA: Fit ARMA or ARIMA using fast MLE algorithm
SimulateGaussianARMA
Simulate Gaussian ARMA model
FitARMA
Fit ARMA/ARIMA using fast MLE algorithm
fitted.FitARMA
fitted method for class FitARMA
print.FitARMA
print method for class FitARMA
residuals.FitARMA
residuals method for class FitARMA
GetFitARMA
Fit ARMA(p,q) model to mean zero time series.
summary.FitARMA
print method for class FitARMA
ImpulseCoefficientsARMA
Impulse coefficients of ARMA
tccfAR
Theoretical cross-covariances of auxilary AR process in ARMA(p,q)
TacvfARMA
Theoretical Autocovariance Function of ARMA