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fArma (version 2160.77)

ARMA Time Series Modelling

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fArma')

Monthly Downloads

21

Version

2160.77

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

March 20th, 2012

Functions in fArma (2160.77)

ArmaStatistics

Statistics of the True ARMA Process
LongRangeDependence

Statistics of the True LRD Process
LrdModelling

Long Range Dependence Modelling
ArmaInterface

Integrated ARMA Time Series Modelling