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artfima (version 1.0)
Fit ARTFIMA Model
Description
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
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Install
install.packages('artfima')
Monthly Downloads
297
Version
1.0
License
GPL (>= 2)
Maintainer
A.I. McLeod
Last Published
August 27th, 2015
Functions in artfima (1.0)
Search functions
Huron
Mean level in July of Lake Huron from 1860 to 1986
NileMin
Nile Annual Minima, 622 AD to 1284 AD
Ogden
ST. Lawrence River at Ogdensburg, N.Y., 1860-1957, yearly flow
SeriesA
~~ data name/kind ... ~~
InvertibleQ
Test if Invertible or Stationary-casual
artfima
MLE for ARTFIMA model
print.artfima
Print Method for "arfima" Object
artfima-package
artfima
sdfartfima
Computation of theoretical spectral density function (SDF)
artSim
Simulation of stationary ARTFIMA
tacvfARTFIMA
Autocovariance function of ARTFIMA