FitARMA: FitARMA: Fit ARMA or ARIMA using fast MLE algorithm
Version 1.6

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

Package details

AuthorA.I. McLeod
Date of publication2013-09-27 19:29:04
MaintainerA.I. McLeod <[email protected]>
LicenseGPL (>= 2)
Version1.6
URL http://www.stats.uwo.ca/faculty/aim
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FitARMA")

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FitARMA documentation built on May 30, 2017, 12:16 a.m.