fArma: ARMA Time Series Modelling
Version 3010.79

Environment for teaching "Financial Engineering and Computational Finance"

AuthorDiethelm Wuertz and many others, see the SOURCE file
Date of publication2013-06-24 01:51:26
MaintainerYohan Chalabi <yohan.chalabi@rmetrics.org>
LicenseGPL (>= 2)
Version3010.79
URL http://www.rmetrics.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fArma")

Popular man pages

ArmaInterface: Integrated ARMA Time Series Modelling
ArmaStatistics: Statistics of the True ARMA Process
LrdModelling: Long Range Dependence Modelling
LrdStatistics: Statistics of the True LRD Process
See all...

All man pages Function index File listing

Man pages

ArmaInterface: Integrated ARMA Time Series Modelling
ArmaStatistics: Statistics of the True ARMA Process
LrdModelling: Long Range Dependence Modelling
LrdStatistics: Statistics of the True LRD Process

Functions

Files

MD5
tests
tests/doRUnit.R
src
src/Wavethresh.c
src/Makevars
src/Fracdiff.f
man
man/LrdStatistics.Rd
man/LrdModelling.Rd
man/ArmaStatistics.Rd
man/ArmaInterface.Rd
inst
inst/unitTests
inst/unitTests/runit.LongRangeStatistics.R
inst/unitTests/runit.LongRangeModelling.R
inst/unitTests/runit.ArmaStatistics.R
inst/unitTests/runit.ArmaModelling.R
inst/unitTests/runTests.R
inst/unitTests/Makefile
inst/COPYRIGHT.html
R
R/zzz.R
R/whittle.R
R/wavelet.R
R/modelSeries.R
R/hurst.R
R/fgnStats.R
R/fgnSim.R
R/fbmSim.R
R/farimaStats.R
R/farimaSim.R
R/armaStats.R
R/armaSim.R
R/armaReport.R
R/armaPredict.R
R/armaFit.R
R/armaExtractors.R
NAMESPACE
DESCRIPTION
ChangeLog
fArma documentation built on May 20, 2017, 3:07 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.