arf: Simulated ARFIMA
In astsa: Applied Statistical Time Series Analysis
arf R Documentation
Simulated ARFIMA
Description
1000 simulated observations from an ARFIMA(1, 1, 0) model with φ = .75 and d = .4.
Format
The format is:
Time-Series [1:1000] from 1 to 1000: -0.0294 0.7487 -0.3386 -1.0332 -0.2627 ...
References
You can find demonstrations of astsa capabilities at
FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts and some help on using R for time series analysis can be found at
https://nickpoison.github.io/.
astsa documentation built on Jan. 10, 2023, 1:11 a.m.
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| arf | R Documentation |
Simulated ARFIMA
Description
1000 simulated observations from an ARFIMA(1, 1, 0) model with φ = .75 and d = .4.
Format
The format is: Time-Series [1:1000] from 1 to 1000: -0.0294 0.7487 -0.3386 -1.0332 -0.2627 ...
References
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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