Learn R Programming

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.

Copy Link

Version

Install

install.packages('FitARMA')

Monthly Downloads

48

Version

1.6.1

License

GPL (>= 2)

Maintainer

A.I. McLeod

Last Published

January 4th, 2019

Functions in FitARMA (1.6.1)

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