R Supplements

The functions in this paper are implemented in the R package FitARMA.  This requires also the FitAR package.

FitAR Package

Version: 1.0
Authors: A.I. McLeod and Ying Zhang
Maintainer: A.I. McLeod
License: GPL Version 2
Package source: FitAR_1.0.tar.gz
MacOS X binary: FitAR_1.0.tgz
Windows binary: FitAR_1.0.zip
Index of contents: FitAR.INDEX.txt
Reference manual: FitAR.pdf

FitARMA Package

Version: 1.0
Authors: A.I. McLeod and Ying Zhang
Maintainer: A.I. McLeod
License: GPL Version 2
Package source: FitARMA_1.0.tar.gz
MacOS X binary: FitARMA_1.0.tgz
Windows binary: FitARMA_1.0.zip
Index of contents: FitARMA.INDEX.txt
Reference manual: FitARMA.pdf

These package should be installed in the usual way.  After starting R, click on Packages  ... Install package(s) for local zip files ...

R Workspace Source Files

Use the source() function to input these workspace dumps and R scripts.

bulletDurbin MA(1) efficiency:  wsDurbin.R
bulletTimings for fitting ARMA model:  wsTiming.R
bulletObtain the sample mean efficiency: wsMean.R RunAll.R