RDocumentation
Moon
Learn R
Search all packages and functions
artfima (version 1.5)
ARTFIMA Model Estimation
Description
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
Copy Link
Copy
Link to current version
Version
Version
1.5
1.4
1.3
1.2
1.1
1.0
Down Chevron
Install
install.packages('artfima')
Monthly Downloads
297
Version
1.5
License
GPL (>= 2)
Maintainer
A.I. McLeod
Last Published
July 13th, 2016
Functions in artfima (1.5)
Search functions
artfima
MLE for ARTFIMA model
artfima-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}artfimaARTFIMA Model Estimation
ifisher
Information matrix for ARTFIMA
bestModels
Best BIC Models
eaglecol
Tree-ring indicies for Douglas Fir, Colorado, 1107-1964.
artsim
Simulation of stationary ARTFIMA
artfimaSDF
Computation of theoretical spectral density function (SDF)
best_glp_models
Best AIC/BIC Models for Specified GLP
bev
Beveridge Wheat Price Index, 1500 to 1869
artfimaTACVF
Autocovariance function of ARTFIMA
predict.artfima
Predict method for artfima
print.bestmodels
Print Method for "bestmodels" Object
print.artfima
Print Method for "arfima" Object
plot.artfima
Plot Method for "arfima" Object
SB32
Turbulent flow data from Station SB32
seriesa
Series A from Box and Jenkins
ogden
Mean Annual St. Lawrence Riverflow
nilemin
Nile Annual Minima, 622 AD to 1284 AD
tseg
Simulate Some Time Series Models of Interest