fArma: Rmetrics - Modelling ARMA Time Series Processes

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Rmetrics Core Team, Yohan Chalabi [ctb], Tobias Setz [ctb], Diethelm Wuertz [aut, cre]
Date of publication
2014-11-11 10:50:18
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3010.80
URLs

View on R-Forge

Man pages

00fArma-package
Modelling ARMA Time Series Processes
ArmaInterface
Integrated ARMA Time Series Modelling
ArmaStatistics
Statistics of the True ARMA Process
LrdModelling
Long Range Dependence Modelling
LrdStatistics
Statistics of the True LRD Process

Files in this package

fArma/ChangeLog
fArma/DESCRIPTION
fArma/NAMESPACE
fArma/R
fArma/R/armaExtractors.R
fArma/R/armaFit.R
fArma/R/armaPredict.R
fArma/R/armaReport.R
fArma/R/armaSim.R
fArma/R/armaStats.R
fArma/R/farimaSim.R
fArma/R/farimaStats.R
fArma/R/fbmSim.R
fArma/R/fgnSim.R
fArma/R/fgnStats.R
fArma/R/hurst.R
fArma/R/modelSeries.R
fArma/R/wavelet.R
fArma/R/whittle.R
fArma/R/zzz.R
fArma/inst
fArma/inst/unitTests
fArma/inst/unitTests/Makefile
fArma/inst/unitTests/runTests.R
fArma/inst/unitTests/runit.ArmaModelling.R
fArma/inst/unitTests/runit.ArmaStatistics.R
fArma/inst/unitTests/runit.LongRangeModelling.R
fArma/inst/unitTests/runit.LongRangeStatistics.R
fArma/man
fArma/man/00fArma-package.Rd
fArma/man/ArmaInterface.Rd
fArma/man/ArmaStatistics.Rd
fArma/man/LrdModelling.Rd
fArma/man/LrdStatistics.Rd
fArma/src
fArma/src/Fracdiff.f
fArma/src/Makevars
fArma/src/Wavethresh.c
fArma/tests
fArma/tests/doRUnit.R