artfima: ARTFIMA Model Estimation
Version 1.5

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

Browse man pages Browse package API and functions Browse package files

AuthorA. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
Date of publication2016-07-14 00:28:43
MaintainerA.I. McLeod <aimcleod@uwo.ca>
LicenseGPL (>= 2)
Version1.5
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("artfima")

Man pages

artfima: MLE for ARTFIMA model
artfima-package: ARTFIMA Model Estimation
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

Functions

InvertibleQ Source code
Kbest_glp_models Source code
Periodogram Man page Source code
SB32 Man page
artfima Man page Source code
artfima-package Man page
artfimaSDF Man page Source code
artfimaTACVF Man page
artsim Man page Source code
bestModels Man page Source code
best_glp_models Man page Source code
best_models_serial Source code
bev Man page
eaglecol Man page
getWv11 Source code
ifisher Man page Source code
mix Source code
nilemin Man page
ogden Man page
plot.artfima Man page Source code
predict.artfima Man page Source code
print.artfima Man page Source code
print.bestmodels Man page Source code
sdfarfima Source code
sdffi Source code
seriesa Man page
tacvfFI Source code
tseg Man page Source code

Files

NAMESPACE
NEWS
data
data/eaglecol.rda
data/seriesa.rda
data/ogden.rda
data/nilemin.rda
data/SB32.rda
data/bev.rda
R
R/Periodogram.R
R/plot.artfima.R
R/tseg.R
R/print.artfima.R
R/print.bestmodels.R
R/predict.artfima.R
R/bestmodels.R
R/artsim.R
R/InvertibleQ.R
R/artfimaSDF.R
R/artfima.R
R/ifisher.R
R/artfimaTACVF.R
MD5
build
build/partial.rdb
DESCRIPTION
man
man/ogden.Rd
man/plot.artfima.Rd
man/best_glp_models.Rd
man/artfima-package.Rd
man/artsim.Rd
man/nilemin.Rd
man/artfimaSDF.Rd
man/SB32.Rd
man/predict.artfima.Rd
man/print.bestmodels.Rd
man/bev.Rd
man/artfima.Rd
man/seriesa.Rd
man/eaglecol.Rd
man/tseg.Rd
man/bestModels.Rd
man/print.artfima.Rd
man/artfimaTACVF.Rd
man/ifisher.Rd
man/Periodogram.Rd
artfima documentation built on May 20, 2017, 2:13 a.m.