ARTFIMA Model Estimation
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Documentation for package ‘artfima’ version 1.5
Help Pages
| 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 |