RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (3010.79) of this package.
Take me there.
fArma (version 2160.77)
ARMA Time Series Modelling
Description
Environment for teaching "Financial Engineering and Computational Finance"
Copy Link
Copy
Link to current version
Version
Version
3010.79
2160.78
2160.77
2100.76
290.75
270.74
270.73
260.72
260.71
Down Chevron
Install
install.packages('fArma')
Monthly Downloads
105
Version
2160.77
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
March 20th, 2012
Functions in fArma (2160.77)
Search functions
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