FitARMA (1.6.1)
Fit ARMA or ARIMA Using Fast MLE Algorithm.
http://fisher.stats.uwo.ca/faculty/aim
http://cran.r-project.org/web/packages/FitARMA
Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.
Maintainer:
A.I. McLeod
Author(s): A.I. McLeod
License: GPL (>= 2)
Uses: FitAR
Reverse suggests: caschrono
Released 12 months ago.
3 previous versions
- FitARMA_1.6. Released about 6 years ago.
- FitARMA_1.4. Released about 9 years ago.
- FitARMA_1.3. Released over 9 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of FitARMA yet. Want to be the first? Write one now.
Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter … (20 best matches, based on common tags.)
Search for FitARMA on google, google scholar, r-help, r-devel.
Visit FitARMA on R Graphical Manual.