Fitting and Forecasting Gegenbauer ARMA Time Series Models


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Documentation for package ‘garma’ version 0.9.13

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AIC.garma_model AIC for model
autoplot.garma_model ggplot of the Forecasts of the model.
coef.garma_model Model Coefficients
extract_arma Extract underlying ARMA process.
fitted.garma_model Fitted values
forecast.garma_model Forecast future values.
garma_ggtsdisplay ggtsdisplay of underlying ARMA process.
ggbr_semipara Extract semiparametric estimates of the Gegenbauer factors.
gg_raw_pgram Display raw periodogram
gof Goodness-of-Fit test for a garma_model.
logLik.garma_model Log Likelihood
plot.garma_model Plot Forecasts from model.
predict.garma_model Predict future values.
predict2 Predict2 future values.
print.garma_model print a garma_model object.
print.garma_semipara Print Semiparametric Estimates
print.ggbr_factors Print a 'ggbr_factors' object.
residuals.garma_model Residuals
summary.garma_model summarise a garma_model object.
tsdiag.garma_model Diagnostic fit of a garma_model.
vcov.garma_model Covariance matrix
version garma package version