FitARMA (version 1.6.1)

Fit ARMA or ARIMA Using Fast MLE Algorithm

Description

Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.

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Install

install.packages('FitARMA')

Monthly Downloads

45

Version

1.6.1

License

GPL (>= 2)

Maintainer

Last Published

January 4th, 2019

Functions in FitARMA (1.6.1)