fArma: ARMA Time Series Modelling

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
http://www.rmetrics.org

View on CRAN

Functions

absvalFit Man page
aggvarFit Man page
armaFit Man page
ArmaInterface Man page
armaRoots Man page
armaSim Man page
ArmaStatistics Man page
armaTrueacf Man page
boxperFit Man page
coef.fARMA Man page
coefficients.fARMA Man page
diffvarFit Man page
farimaSim Man page
farimaStatsSlider Man page
farimaTrueacf Man page
farimaTruefft Man page
fARMA Man page
fARMA-class Man page
fbmSim Man page
fgnSim Man page
fgnStatsSlider Man page
fgnTrueacf Man page
fgnTruefft Man page
fHURST Man page
fHURST-class Man page
fitted.fARMA Man page
higuchiFit Man page
hurstSlider Man page
LongRangeDependence Man page
LrdModelling Man page
pengFit Man page
perFit Man page
plot.fARMA Man page
predict.fARMA Man page
residuals.fARMA Man page
rsFit Man page
show,fARMA-method Man page
show,fHURST-method Man page
summary.fARMA Man page
waveletFit Man page
whittleFit Man page

Files

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

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

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

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