Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.
| Version: | 1.6.1 |
| Depends: | R (≥ 2.1.0), FitAR |
| Published: | 2019-01-04 |
| Author: | A.I. McLeod |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://fisher.stats.uwo.ca/faculty/aim |
| NeedsCompilation: | yes |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| Citation: | FitARMA citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | FitARMA results |
| Reference manual: | FitARMA.pdf |
| Package source: | FitARMA_1.6.1.tar.gz |
| Windows binaries: | r-devel: FitARMA_1.6.1.zip, r-release: FitARMA_1.6.1.zip, r-oldrel: FitARMA_1.6.1.zip |
| macOS binaries: | r-release: FitARMA_1.6.1.tgz, r-oldrel: FitARMA_1.6.1.tgz |
| Old sources: | FitARMA archive |
| Reverse imports: | sarima |
| Reverse suggests: | caschrono |
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