rlph50/tsggbr: 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/tsggbr")
rlph50/tsggbr documentation built on June 12, 2025, 5:27 p.m.