ARTFIMA Model Estimation


[Up] [Top]

Documentation for package ‘artfima’ version 1.2

Help Pages

artfima-package ARTFIMA Model Estimation
artfima MLE for ARTFIMA model
ARToPacf Test if Invertible or Stationary-casual
artSim Simulation of stationary ARTFIMA
informationMatrixARTFIMA Information matrix for ARTFIMA
InvertibleQ Test if Invertible or Stationary-casual
PacfToAR Test if Invertible or Stationary-casual
print.artfima Print Method for "arfima" Object
SB32 Turbulent flow data from Station SB32
sdfartfima Computation of theoretical spectral density function (SDF)
seARTFIMA Standard errors of ARTFIMA based on Fisher Information
tacvfARTFIMA Autocovariance function of ARTFIMA