Robust ARIMA Modeling

Functions for fitting a linear regression model with ARIMA errors using a filtered tau-estimate.


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Reference manual

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install.packages("robustarima")

0.2.6 by Stephen Kaluzny, 12 days ago


https://github.com/spkaluzny/robustarima


Report a bug at https://github.com/spkaluzny/robustarima/issues


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


Authors: Stephen Kaluzny [aut, cre] , TIBCO Software Inc. [aut, cph]


Documentation:   PDF Manual  


Task views: Time Series Analysis


BSD_3_clause + file LICENSE license


Imports methods, splusTimeDate, splusTimeSeries


See at CRAN