FitARMA: FitARMA: Fit ARMA or ARIMA using fast MLE algorithm

Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.

Version: 1.6
Depends: R (≥ 2.1.0), FitAR
Published: 2013-09-27
Author: A.I. McLeod
Maintainer: A.I. McLeod <aimcleod at uwo.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.stats.uwo.ca/faculty/aim
NeedsCompilation: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: FitARMA citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: FitARMA results

Downloads:

Reference manual: FitARMA.pdf
Package source: FitARMA_1.6.tar.gz
OS X binary: FitARMA_1.6.tgz
Windows binary: FitARMA_1.6.zip
Old sources: FitARMA archive

Reverse dependencies:

Reverse suggests: caschrono