ARTFIMA Model Estimation

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Documentation for package ‘artfima’ version 1.5

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artfima-package ARTFIMA Model Estimation
artfima MLE for ARTFIMA model
artfimaSDF Computation of theoretical spectral density function (SDF)
artfimaTACVF Autocovariance function of ARTFIMA
artsim Simulation of stationary ARTFIMA
bestModels Best BIC Models
best_glp_models Best AIC/BIC Models for Specified GLP
bev Beveridge Wheat Price Index, 1500 to 1869
eaglecol Tree-ring indicies for Douglas Fir, Colorado, 1107-1964.
ifisher Information matrix for ARTFIMA
nilemin Nile Annual Minima, 622 AD to 1284 AD
ogden Mean Annual St. Lawrence Riverflow
Periodogram Periodogram
plot.artfima Plot Method for "arfima" Object
predict.artfima Predict method for artfima
print.artfima Print Method for "arfima" Object
print.bestmodels Print Method for "bestmodels" Object
SB32 Turbulent flow data from Station SB32
seriesa Series A from Box and Jenkins
tseg Simulate Some Time Series Models of Interest