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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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Version

Install

install.packages('artfima')

Monthly Downloads

39

Version

1.0

License

GPL (>= 2)

Maintainer

A.I. McLeod

Last Published

August 27th, 2015

Functions in artfima (1.0)

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