fArma: ARMA Time Series Modelling

Environment for teaching "Financial Engineering and Computational Finance"

Author
Diethelm Wuertz and many others, see the SOURCE file
Date of publication
2013-06-24 01:51:26
Maintainer
Yohan Chalabi <yohan.chalabi@rmetrics.org>
License
GPL (>= 2)
Version
3010.79
URLs

View on CRAN

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

Files in this package

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