garmaFit2: A function to fit a GARMA model.
In matheusbarroso/dboot: Dependent Bootstrap package

Description Usage Details Note Author(s) References

This function is for fitting a GARMA model, see Benjamin et al. (2003).

1
2
3

garmaFit2(formula = formula(data), order = c(0, 0), weights = NULL,
  data = sys.parent(), family = NO(), alpha = 0.1, phi.start = NULL,
  theta.start = NULL, tail = max(order), control = list())

garmaFit2 is a corrected version of the garmaFit function of the gamlss.util package.

For bugs and further requests please refer to https://github.com/matheusbarroso/dboot

Matheus de Vasconcellos Barroso, matheus.vb@gmail.com

Benjamin, Michael A., Rigby, Robert A. and Stasinopoulos, D. Mikis. 2003. Generalized Autoregressive Moving Average Models. Journal of the American Statistical Association. Mar, 2003, Vol. 98, 461, pp. 214-223.

matheusbarroso/dboot documentation built on May 16, 2019, 8:13 p.m.