Autoregressive and Moving Average Symmetric Models

Functions for fitting the Autoregressive and Moving Average Symmetric Model for univariate time series introduced by Maior and Cysneiros (2018), . Fitting method: conditional maximum likelihood estimation. For details see: Wei (2006), Time Series Analysis: Univariate and Multivariate Methods, Section 7.2.


News

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("sym.arma")

1.0 by Vinicius Quintas Souto Maior, 3 years ago


Browse source code at https://github.com/cran/sym.arma


Authors: Vinicius Quintas Souto Maior [aut,cre,cph] and Francisco Jose A Cysneiros [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license



See at CRAN