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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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Version

Install

install.packages('artfima')

Monthly Downloads

39

Version

1.2

License

GPL (>= 2)

Maintainer

A.I. McLeod

Last Published

January 22nd, 2016

Functions in artfima (1.2)

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