Fit ARMA or ARIMA Using Fast MLE Algorithm

Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.


CHANGES IN 'FitARMA' VERSION 1.4 (2010-12-01) o fixed NAMESPACE problem CHANGES IN 'FitARMA' VERSION 1.6 (2013-09-27) o updated NAMESPACE and used generic diff()

Reference manual

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1.6.1 by A.I. McLeod, 3 years ago

Browse source code at

Authors: A.I. McLeod

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Depends on FitAR

Imported by sarima.

Suggested by caschrono.

See at CRAN