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.

Package details

AuthorA.I. McLeod
MaintainerA.I. McLeod <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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FitARMA documentation built on May 2, 2019, 9:33 a.m.