Learn R Programming

sym.arma (version 1.0)

Autoregressive and Moving Average Symmetric Models

Description

Functions for fitting the Autoregressive and Moving Average Symmetric Model for univariate time series introduced by Maior and Cysneiros (2018), . Fitting method: conditional maximum likelihood estimation. For details see: Wei (2006), Time Series Analysis: Univariate and Multivariate Methods, Section 7.2.

Copy Link

Version

Install

install.packages('sym.arma')

Monthly Downloads

133

Version

1.0

License

GPL-2

Maintainer

Vinicius Souto Maior

Last Published

September 30th, 2018

Functions in sym.arma (1.0)

elliptical.ts

Autoregressive and Moving Average Symmetric Models
sym.arma-package

sym.arma
predict

Forecasts from a fitted SYMARMA model
assets

Returns of the daily closing prices of assets, Standard and Poors 500 Index and T-bill rates
influence

Assessment of local influence in SYMARMA models
symarma.sim

Simulate from an SYMARMA model
clr.test

Conditional Likelihood Ratio Test
qqplot

Quantile-Quantile Plots