artfima-package {artfima}

ARTFIMA Model Estimation

Description

Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.

Details

Package:	artfima
Type:	Package
Title:	ARTFIMA Model Estimation
Version:	1.5
Date:	2016-06-28
Author:	A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
Maintainer:	A.I. McLeod <[e-mail]>
Description:	Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
Depends:	R (>= 2.1.0)
Imports:	ltsa, gsl
LazyLoad:	yes
LazyData:	yes
Classification/ACM:	G.3, G.4, I.5.1
Classification/MSC:	62M10, 91B84
License:	GPL (>= 2)
URL:	http://www.stats.uwo.ca/faculty/aim

Index of help topics:

Periodogram             Periodogram
SB32                    Turbulent flow data from Station SB32
artfima                 MLE for ARTFIMA model
artfima-package         ARTFIMA Model Estimation
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
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
seriesa                 Series A from Box and Jenkins
tseg                    Simulate Some Time Series Models of Interest

Author(s)

A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar Maintainer: A.I. McLeod <[e-mail]>

References

TBA

See Also

ltsa

Examples

artfima(rnorm(100))