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artfima (version 1.3)
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
297
Version
1.3
License
GPL (>= 2)
Maintainer
A.I. McLeod
Last Published
May 15th, 2016
Functions in artfima (1.3)
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summary.bestmodels
Summary of Best Models
tseg
Simulate Some Time Series Models of Interest
artfimaSDF
Computation of theoretical spectral density function (SDF)
print.artfima
Print Method for "arfima" Object
informationMatrixARTFIMA
Information matrix for ARTFIMA
SB32
Turbulent flow data from Station SB32
tacvfARTFIMA
Autocovariance function of ARTFIMA
seARTFIMA
Standard errors of ARTFIMA based on Fisher Information
plot.artfima
Plot Method for "arfima" Object
artfima
MLE for ARTFIMA model
best_glp_models
Best AIC/BIC Models for Specified GLP
bestModels
Best BIC Models
artfima-package
artfima
Periodogram
Periodogram
eaglecol
Tree-ring indicies for Douglas Fir, Colorado, 1107-1964.
artsim
Simulation of stationary ARTFIMA