Fit ARMA or ARIMA Using Fast MLE Algorithm


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Documentation for package ‘FitARMA’ version 1.6.1

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FitARMA-package FitARMA: Fit ARMA or ARIMA using fast MLE algorithm
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.
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)