garma: Fitting and Forecasting Gegenbauer ARMA Time Series Models

Methods for estimating univariate long memory-seasonal/cyclical Gegenbauer time series processes. See for example (2022) <doi:10.1007/s00362-022-01290-3>. Refer to the vignette for details of fitting these processes.

Package details

AuthorRichard Hunt [aut, cre]
MaintainerRichard Hunt <maint@huntemail.id.au>
LicenseGPL-3
Version0.9.24
URL https://github.com/rlph50/garma
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("garma")

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garma documentation built on April 4, 2025, 2:13 a.m.