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.

AuthorA.I. McLeod
Date of publication2013-09-27 19:29:04
MaintainerA.I. McLeod <aimcleod@uwo.ca>
LicenseGPL (>= 2)
Version1.6
http://www.stats.uwo.ca/faculty/aim

View on CRAN

Files

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

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