rlph50/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.

Getting started

Package details

MaintainerRichard Hunt <maint@huntemail.id.au>
LicenseGPL-3
Version0.9.24
URL https://github.com/rlph50/garma
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("rlph50/garma")
rlph50/garma documentation built on June 8, 2025, 3:15 a.m.