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.


News

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

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("FitARMA")

1.6.1 by A.I. McLeod, a year ago


http://fisher.stats.uwo.ca/faculty/aim


Browse source code at https://github.com/cran/FitARMA


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