Package: artfima 1.5
artfima: ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
Authors:
artfima_1.5.tar.gz
artfima_1.5.zip(r-4.5)artfima_1.5.zip(r-4.4)artfima_1.5.zip(r-4.3)
artfima_1.5.tgz(r-4.4-any)artfima_1.5.tgz(r-4.3-any)
artfima_1.5.tar.gz(r-4.5-noble)artfima_1.5.tar.gz(r-4.4-noble)
artfima_1.5.tgz(r-4.4-emscripten)artfima_1.5.tgz(r-4.3-emscripten)
artfima.pdf |artfima.html✨
artfima/json (API)
NEWS
# Install 'artfima' in R: |
install.packages('artfima', repos = c('https://angusian.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:7466a702ce. Checks:OK: 5 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 02 2024 |
R-4.5-win | NOTE | Nov 02 2024 |
R-4.5-linux | NOTE | Nov 02 2024 |
R-4.4-win | OK | Nov 02 2024 |
R-4.4-mac | OK | Nov 02 2024 |
R-4.3-win | OK | Nov 02 2024 |
R-4.3-mac | OK | Nov 02 2024 |
Exports:artfimaartfimaSDFartfimaTACVFartsimbest_glp_modelsbestModelsifisherPeriodogramplot.artfimapredict.artfimaprint.artfimaprint.bestmodelstseg
Readme and manuals
Help Manual
Help page | Topics |
---|---|
ARTFIMA Model Estimation | artfima-package |
MLE for ARTFIMA model | artfima |
Computation of theoretical spectral density function (SDF) | artfimaSDF |
Autocovariance function of ARTFIMA | artfimaTACVF |
Simulation of stationary ARTFIMA | artsim |
Best AIC/BIC Models for Specified GLP | best_glp_models |
Best BIC Models | bestModels |
Beveridge Wheat Price Index, 1500 to 1869 | bev |
Tree-ring indicies for Douglas Fir, Colorado, 1107-1964. | eaglecol |
Information matrix for ARTFIMA | ifisher |
Nile Annual Minima, 622 AD to 1284 AD | nilemin |
Mean Annual St. Lawrence Riverflow | ogden |
Periodogram | Periodogram |
Plot Method for "arfima" Object | plot.artfima |
Predict method for artfima | predict.artfima |
Print Method for "arfima" Object | print.artfima |
Print Method for "bestmodels" Object | print.bestmodels |
Turbulent flow data from Station SB32 | SB32 |
Series A from Box and Jenkins | seriesa |
Simulate Some Time Series Models of Interest | tseg |