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.

Browse man pages Browse package API and functions Browse package files

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

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...

Functions

FitARMA Man page
FitARMA-package Man page
GetFitARMA Man page
ImpulseCoefficientsARMA Man page
InformationMatrixARMA Man page
SimulateGaussianARMA Man page
TacvfARMA Man page
coef.FitARMA Man page
fitted.FitARMA Man page
print.FitARMA Man page
residuals.FitARMA Man page
summary.FitARMA Man page
tccfAR Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/index.html
inst/doc/wsMean.R
inst/doc/wsDurbin.R
inst/doc/index_files
inst/doc/index_files/themedata.thmx
inst/doc/index_files/preview.wmf
inst/doc/index_files/colorschememapping.xml
inst/doc/index_files/filelist.xml
inst/doc/readme.txt
inst/doc/wsTiming.R
inst/doc/FasterMLEJuly5.pdf
inst/doc/cite.txt
src
src/GetSimARMA.c
NAMESPACE
NEWS
R
R/ImpulseCoefficientsARMA.R
R/summary.FitARMA.R
R/SimulateGaussianARMA.R
R/coef.FitARMA.R
R/FitARMA-internal.R
R/tccfAR.R
R/residuals.FitARMA.R
R/InformationMatrixARMA.R
R/print.FitARMA.R
R/GetFitARMA.R
R/FitARMA.R
R/fitted.FitARMA.R
R/TacvfARMA.R
MD5
DESCRIPTION
man
man/tccfAR.Rd
man/coef.FitARMA.Rd
man/TacvfARMA.Rd
man/FitARMA-package.Rd
man/InformationMatrixARMA.Rd
man/GetFitARMA.Rd
man/SimulateGaussianARMA.Rd
man/residuals.FitARMA.Rd
man/print.FitARMA.Rd
man/summary.FitARMA.Rd
man/fitted.FitARMA.Rd
man/FitARMA.Rd
man/ImpulseCoefficientsARMA.Rd
FitARMA documentation built on May 19, 2017, 10:33 p.m.