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artfima (version 1.2)
ARTFIMA Model Estimation
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
1.2
License
GPL (>= 2)
Maintainer
A.I. McLeod
Last Published
January 22nd, 2016
Functions in artfima (1.2)
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tacvfARTFIMA
Autocovariance function of ARTFIMA
artfima-package
artfima
artSim
Simulation of stationary ARTFIMA
informationMatrixARTFIMA
Information matrix for ARTFIMA
seARTFIMA
Standard errors of ARTFIMA based on Fisher Information
print.artfima
Print Method for "arfima" Object
sdfartfima
Computation of theoretical spectral density function (SDF)
SB32
Turbulent flow data from Station SB32
artfima
MLE for ARTFIMA model
InvertibleQ
Test if Invertible or Stationary-casual