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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0.9.10 by Richard Hunt, 2 months ago

Browse source code at

Authors: Richard Hunt [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports Rsolnp, pracma, signal, zoo, lubridate, crayon, utils, nloptr, BB, GA, dfoptim, pso, FKF, tswge

Depends on forecast, ggplot2

Suggests longmemo, yardstick, tidyverse, testthat, knitr, rmarkdown

See at CRAN