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artfima (version 1.4)

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

93

Version

1.4

License

GPL (>= 2)

Maintainer

A.I. McLeod

Last Published

June 2nd, 2016

Functions in artfima (1.4)

artfima

MLE for ARTFIMA model
eaglecol

Tree-ring indicies for Douglas Fir, Colorado, 1107-1964.
artfimaTACVF

Autocovariance function of ARTFIMA
ogden

Mean Annual St. Lawrence Riverflow
artfima-package

\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}artfimaARTFIMA Model Estimation
artsim

Simulation of stationary ARTFIMA
artfimaSDF

Computation of theoretical spectral density function (SDF)
informationMatrixARTFIMA

Information matrix for ARTFIMA
bestModels

Best BIC Models
best_glp_models

Best AIC/BIC Models for Specified GLP
print.artfima

Print Method for "arfima" Object
seriesa

Series A from Box and Jenkins
SB32

Turbulent flow data from Station SB32
seARTFIMA

Standard errors of ARTFIMA based on Fisher Information
plot.artfima

Plot Method for "arfima" Object
print.bestmodels

Print Method for "bestmodels" Object
tseg

Simulate Some Time Series Models of Interest