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fArma (version 270.74)
ARMA Time Series Modelling
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Version
Version
3010.79
2160.78
2160.77
2100.76
290.75
270.74
270.73
260.72
260.71
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Install
install.packages('fArma')
Monthly Downloads
105
Version
270.74
License
GPL (>= 2)
Maintainer
Rmetrics Team
Functions in fArma (270.74)
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ArmaStatistics
Statistics of the True ARMA Process
LrdModelling
Long Range Dependence Modelling
LongRangeDependence
Statistics of the True LRD Process
ArmaInterface
Integrated ARMA Time Series Modelling