sym.arma (1.0)

0 users

Autoregressive and Moving Average Symmetric Models.

http://cran.r-project.org/web/packages/sym.arma

Functions for fitting the Autoregressive and Moving Average Symmetric Model for univariate time series introduced by Maior and Cysneiros (2018), . Fitting method: conditional maximum likelihood estimation. For details see: Wei (2006), Time Series Analysis: Univariate and Multivariate Methods, Section 7.2.

Maintainer: Vinicius Quintas Souto Maior
Author(s): Vinicius Quintas Souto Maior [aut,cre,cph] and Francisco Jose A Cysneiros [aut]

License: GPL-2

Uses: Does not use any package

Released about 1 year ago.


Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of sym.arma 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 sym.arma on google, google scholar, r-help, r-devel.

Visit sym.arma on R Graphical Manual.