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fArma (version 2160.78)

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

2160.78

License

GPL (>= 2)

Maintainer

Yohan Chalabi

Last Published

September 17th, 2012

Functions in fArma (2160.78)

ArmaStatistics

Statistics of the True ARMA Process
ArmaInterface

Integrated ARMA Time Series Modelling
LrdModelling

Long Range Dependence Modelling
LongRangeDependence

Statistics of the True LRD Process