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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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Version

Install

install.packages('artfima')

Monthly Downloads

39

Version

1.3

License

GPL (>= 2)

Maintainer

A.I. McLeod

Last Published

May 15th, 2016

Functions in artfima (1.3)

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