sym.arma: Autoregressive and Moving Average Symmetric Models

Functions for fitting the Autoregressive and Moving Average Symmetric Model for univariate time series introduced by Maior and Cysneiros (2018), <doi:10.1007/s00362-016-0753-z>. Fitting method: conditional maximum likelihood estimation. For details see: Wei (2006), Time Series Analysis: Univariate and Multivariate Methods, Section 7.2.

Package details

AuthorVinicius Quintas Souto Maior [aut,cre,cph] and Francisco Jose A Cysneiros [aut]
MaintainerVinicius Quintas Souto Maior <vinicius@de.ufpe.br>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sym.arma")

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sym.arma documentation built on May 2, 2019, 8:30 a.m.