FitARMA: FitARMA: Fit ARMA or ARIMA using fast MLE algorithm

Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.

Author
A.I. McLeod
Date of publication
2013-09-27 19:29:04
Maintainer
A.I. McLeod <aimcleod@uwo.ca>
License
GPL (>= 2)
Version
1.6
URLs

View on CRAN

Man pages

coef.FitARMA
coef method for class FitARMA
FitARMA
Fit ARMA/ARIMA using fast MLE algorithm
FitARMA-package
FitARMA: Fit ARMA or ARIMA using fast MLE algorithm
fitted.FitARMA
fitted method for class FitARMA
GetFitARMA
Fit ARMA(p,q) model to mean zero time series.
ImpulseCoefficientsARMA
Impulse coefficients of ARMA
InformationMatrixARMA
Expected large-sample information matrix for ARMA
print.FitARMA
print method for class FitARMA
residuals.FitARMA
residuals method for class FitARMA
SimulateGaussianARMA
Simulate Gaussian ARMA model
summary.FitARMA
print method for class FitARMA
TacvfARMA
Theoretical Autocovariance Function of ARMA
tccfAR
Theoretical cross-covariances of auxilary AR process in...

Files in this package

FitARMA
FitARMA/inst
FitARMA/inst/CITATION
FitARMA/inst/doc
FitARMA/inst/doc/index.html
FitARMA/inst/doc/wsMean.R
FitARMA/inst/doc/wsDurbin.R
FitARMA/inst/doc/index_files
FitARMA/inst/doc/index_files/themedata.thmx
FitARMA/inst/doc/index_files/preview.wmf
FitARMA/inst/doc/index_files/colorschememapping.xml
FitARMA/inst/doc/index_files/filelist.xml
FitARMA/inst/doc/readme.txt
FitARMA/inst/doc/wsTiming.R
FitARMA/inst/doc/FasterMLEJuly5.pdf
FitARMA/inst/doc/cite.txt
FitARMA/src
FitARMA/src/GetSimARMA.c
FitARMA/NAMESPACE
FitARMA/NEWS
FitARMA/R
FitARMA/R/ImpulseCoefficientsARMA.R
FitARMA/R/summary.FitARMA.R
FitARMA/R/SimulateGaussianARMA.R
FitARMA/R/coef.FitARMA.R
FitARMA/R/FitARMA-internal.R
FitARMA/R/tccfAR.R
FitARMA/R/residuals.FitARMA.R
FitARMA/R/InformationMatrixARMA.R
FitARMA/R/print.FitARMA.R
FitARMA/R/GetFitARMA.R
FitARMA/R/FitARMA.R
FitARMA/R/fitted.FitARMA.R
FitARMA/R/TacvfARMA.R
FitARMA/MD5
FitARMA/DESCRIPTION
FitARMA/man
FitARMA/man/tccfAR.Rd
FitARMA/man/coef.FitARMA.Rd
FitARMA/man/TacvfARMA.Rd
FitARMA/man/FitARMA-package.Rd
FitARMA/man/InformationMatrixARMA.Rd
FitARMA/man/GetFitARMA.Rd
FitARMA/man/SimulateGaussianARMA.Rd
FitARMA/man/residuals.FitARMA.Rd
FitARMA/man/print.FitARMA.Rd
FitARMA/man/summary.FitARMA.Rd
FitARMA/man/fitted.FitARMA.Rd
FitARMA/man/FitARMA.Rd
FitARMA/man/ImpulseCoefficientsARMA.Rd