Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.
| Version: | 1.4 |
| Depends: | R (≥ 2.0.0), FitAR |
| Published: | 2010-12-02 |
| Author: | A.I. McLeod |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.stats.uwo.ca/faculty/aim |
| NeedsCompilation: | yes |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| Citation: | FitARMA citation info |
| In views: | TimeSeries |
| CRAN checks: | FitARMA results |
| Package source: | FitARMA_1.4.tar.gz |
| MacOS X binary: | FitARMA_1.4.tgz |
| Windows binary: | FitARMA_1.4.zip |
| Reference manual: | FitARMA.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | FitARMA archive |
| Reverse suggests: | caschrono |