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.


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Reference manual

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install.packages("garma")

0.9.6 by Richard Hunt, a month ago


https://github.com/rlph50/garma


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


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