Man pages for arfima
Fractional ARIMA (and Other Long Memory) Time Series Modeling

AIC.arfimaInformation criteria for 'arfima' objects
arfimaFit ARFIMA, ARIMA-FGN, and ARIMA-PLA (multi-start) models...
arfima0Exact MLE for ARFIMA The time series is corrected for the...
arfimachangesPrints changes to the package since the last update. Started...
arfima-packageSimulates, fits, and predicts persistent and anti-persistent...
arfima.simSimulate an ARFIMA time series.
ARToPacfConverts AR/MA coefficients from operator space to the PACF...
bestModesFinds the best modes of an 'arfima' fit.
coef.arfimaExtract Model Coefficients
distanceThe distance between modes of an 'arfima' fit.
fitted.arfimaExtract Model Fitted Values
iARFIMAThe Fisher information matrix of an ARFIMA process
IdentInvertQChecks invertibility, stationarity, and identifiability of a...
lARFIMAExact log-likelihood of a long memory model
lARFIMAwTFExact log-likelihood of a long memory model with a transfer...
logLik.arfimaExtract Log-Likelihood Values
PacfToARConverts AR/MA coefficients from the PACF space to operator...
plot.predarfimaPlots the original time series, the predictions, and the...
plot.tacvfPlots the output from a call to 'tacvf'
predict.arfimaPredicts from a fitted object.
print.arfimaPrints a Fitted Object
print.predarfimaPrints predictions and prediction intervals
print.summary.arfimaPrints the output of a call to 'summary' on an 'arfima'...
print.tacvfPrints a tacvf object.
removeModeRemoves a mode from an 'arfima' fit.
residuals.arfimaExtract the Residuals of a Fitted Object
SeriesJSeries J, Gas Furnace Data
sim_from_fittedSimulate an ARFIMA time series from a fitted arfima object.
summary.arfimaExtensive Summary of an Object
tacfplotPlots the theoretical autocorralation functions (tacfs) of...
tacvfExtracts the tacvfs of a fitted object
tacvfARFIMAThe theoretical autocovariance function of a long memory...
tmpyrTemperature Data
vcov.arfimaExtracts the Variance-Covariance Matrix
weedWeeds out fits from a call to arfima that are too close to...
arfima documentation built on Aug. 19, 2022, 5:14 p.m.