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artfima (version 1.1)
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
301
Version
1.1
License
GPL (>= 2)
Maintainer
A.I. McLeod
Last Published
November 8th, 2015
Functions in artfima (1.1)
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Ogden
ST. Lawrence River at Ogdensburg, N.Y., 1860-1957, yearly flow
SeriesA
~~ data name/kind ... ~~
artfima-package
artfima
artfima
MLE for ARTFIMA model
sdfartfima
Computation of theoretical spectral density function (SDF)
tacvfARTFIMA
Autocovariance function of ARTFIMA
print.artfima
Print Method for "arfima" Object
NileMin
Nile Annual Minima, 622 AD to 1284 AD
Huron
Mean level in July of Lake Huron from 1860 to 1986
artSim
Simulation of stationary ARTFIMA
InvertibleQ
Test if Invertible or Stationary-casual