ARMA fitting


[Package List] [Top]

Documentation for package `FitARMA' version 1.0

Help Pages

coef.FitARMA coef method for class "FitARMA"
FitARMA Fit ARMA/ARIMA using fast MLE algorithm
fitted.FitARMA fitted method for class "FitARMA"
GetFitARMA Fit ARMA(p,q) model to mean zero time series.
GetFitARMAMean MLE for ARMA parameters and mean
HRARMA Hannan-Rissanen ARMA estimator
ImpulseCoefficientsARMA Impulse coefficients of ARMA
InformationMatrixARMA Expected large-sample information matrix for ARMA
print.FitARMA print method for class "FitARMA"
residuals.FitARMA residuals method for class "FitARMA"
SimulateGaussianARMA Simulate Gaussian ARMA model
summary.FitARMA print method for class "FitARMA"
TacvfARMA Theoretical Autocovariance Function of ARMA
tccfAR Theoretical cross-covariances of auxilary AR process in ARMA(p,q)