artfima-package: ARTFIMA Model Estimation

In artfima: ARTFIMA Model Estimation

Description

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

Details

This package was not yet installed at build time.

Index: This package was not yet installed at build time.

Author(s)

A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar Maintainer: A.I. McLeod <[e-mail]>

References

TBA

See Also

ltsa

Examples

artfima(rnorm(100))

Example output

ARTFIMA(0,0,0), MLE Algorithm: exact, optim: BFGS
snr = 0.285, sigmaSq = 0.741614307223179
log-likelihood = -138.99, AIC = 285.97, BIC = 296.4
               est.  se(est.)
mean    -0.06532415 0.1377163
d      -29.98210760        NA
lambda  14.91282546        NA

artfima documentation built on May 2, 2019, 1:27 p.m.