Fitting and Forecasting Gegenbauer ARMA Time Series Models

Methods for estimating univariate long memory-seasonal/cyclical Gegenbauer time series processes. See for example (2018) . Refer to the vignette for details of fitting these processes.


Reference manual

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0.9.6 by Richard Hunt, a month ago

Browse source code at

Authors: Richard Hunt [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports Rsolnp, ggplot2, pracma, signal, zoo, lubridate, FKF, nloptr, crayon, utils

Depends on forecast

Suggests longmemo, yardstick, tidyverse, BB, GA, pso, dfoptim, testthat, knitr, rmarkdown

See at CRAN