artfima: ARTFIMA Model Estimation

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Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.

Author
A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
Date of publication
2016-07-14 00:28:43
Maintainer
A.I. McLeod <aimcleod@uwo.ca>
License
GPL (>= 2)
Version
1.5
URLs

View on CRAN

Man pages

artfima
MLE for ARTFIMA model
artfima-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("artfima")}
artfimaSDF
Computation of theoretical spectral density function (SDF)
artfimaTACVF
Autocovariance function of ARTFIMA
artsim
Simulation of stationary ARTFIMA
best_glp_models
Best AIC/BIC Models for Specified GLP
bestModels
Best BIC Models
bev
Beveridge Wheat Price Index, 1500 to 1869
eaglecol
Tree-ring indicies for Douglas Fir, Colorado, 1107-1964.
ifisher
Information matrix for ARTFIMA
nilemin
Nile Annual Minima, 622 AD to 1284 AD
ogden
Mean Annual St. Lawrence Riverflow
Periodogram
Periodogram
plot.artfima
Plot Method for "arfima" Object
predict.artfima
Predict method for artfima
print.artfima
Print Method for "arfima" Object
print.bestmodels
Print Method for "bestmodels" Object
SB32
Turbulent flow data from Station SB32
seriesa
Series A from Box and Jenkins
tseg
Simulate Some Time Series Models of Interest

Files in this package

artfima
artfima/NAMESPACE
artfima/NEWS
artfima/data
artfima/data/eaglecol.rda
artfima/data/seriesa.rda
artfima/data/ogden.rda
artfima/data/nilemin.rda
artfima/data/SB32.rda
artfima/data/bev.rda
artfima/R
artfima/R/Periodogram.R
artfima/R/plot.artfima.R
artfima/R/tseg.R
artfima/R/print.artfima.R
artfima/R/print.bestmodels.R
artfima/R/predict.artfima.R
artfima/R/bestmodels.R
artfima/R/artsim.R
artfima/R/InvertibleQ.R
artfima/R/artfimaSDF.R
artfima/R/artfima.R
artfima/R/ifisher.R
artfima/R/artfimaTACVF.R
artfima/MD5
artfima/build
artfima/build/partial.rdb
artfima/DESCRIPTION
artfima/man
artfima/man/ogden.Rd
artfima/man/plot.artfima.Rd
artfima/man/best_glp_models.Rd
artfima/man/artfima-package.Rd
artfima/man/artsim.Rd
artfima/man/nilemin.Rd
artfima/man/artfimaSDF.Rd
artfima/man/SB32.Rd
artfima/man/predict.artfima.Rd
artfima/man/print.bestmodels.Rd
artfima/man/bev.Rd
artfima/man/artfima.Rd
artfima/man/seriesa.Rd
artfima/man/eaglecol.Rd
artfima/man/tseg.Rd
artfima/man/bestModels.Rd
artfima/man/print.artfima.Rd
artfima/man/artfimaTACVF.Rd
artfima/man/ifisher.Rd
artfima/man/Periodogram.Rd