FGN-package |
Fractional Gaussian Noise and hyperbolic decay time series model fitting |
acvfFD |
autocovariance function of fractionally-differenced white noise |
acvfFGN |
Autocovariance of FGN |
acvfPLA |
autocovariance function for the PLA model |
acvfPLS |
autocovariance function for PLS model |
Boot |
Generic Bootstrap Function |
Boot.FitFGN |
Simulate Fitted FGN Model |
coef.FitFGN |
Display estimated parameters from FitFGN |
earfima |
Exact MLE for ARFIMA |
FitFGN |
MLE estimation for FGN |
FitRegressionFGN |
Regression with FGN Errors |
GetFitFD |
Fit FD Time Series Model |
GetFitFGN |
Fit FGN Time Series Model |
GetFitPLA |
Fit PLA Time Series Model |
GetFitPLS |
Fit PLS Time Series Model |
globtp |
Annual global temperature, 1880-1985 |
HurstK |
Hurst K Coefficient |
LLFD |
Concentrated Loglikelihood Function for d |
LLFGN |
Concentrated Loglikelihood Function for H |
LLPLA |
Concentrated Loglikelihood Function for parameter alpha in the PLA model |
LLPLS |
Concentrated Loglikelihood Function for alpha in PLS model |
NileFlowCMS |
Annual flow of Nile River at Aswan, 1871-1945 |
NileMin |
Nile Annual Minima, 622 AD to 1284 AD |
plot.FitFGN |
Plot Method for "FitFGN" Object |
predict.FitFGN |
Forecasts from a fitted FGN model |
print.FitFGN |
Print Method for "FitFGN" Object |
Reimann |
Computes Reimann zeta function on [0,3] |
residuals.FitFGN |
Extract Residuals from "FitFGN" Object |
sdfarma |
ARMA spectral density function |
sdfFD |
Spectral density function for FD |
sdfFGN |
Spectral density function for FGN |
sdfhd |
Spectral density of hyperbolic decay models |
sdfPLA |
Spectral density function for PLA |
sdfPLS |
Spectral density function for PLS |
SeriesB |
Series B, close price IBM stock |
SimulateFD |
Simulates FD |
SimulateFGN |
Simulates FGN |
summary.FitFGN |
Summary Method for "FitFGN" Object |
warfima |
Whittle mle arfima |
WLoglikelihood |
Whittle log-likelihood |