sym.arma: 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), <doi:10.1007/s00362-016-0753-z>. Fitting method: conditional maximum likelihood estimation. For details see: Wei (2006), Time Series Analysis: Univariate and Multivariate Methods, Section 7.2.

Version: 1.0
Published: 2018-09-30
Author: Vinicius Quintas Souto Maior [aut,cre,cph] and Francisco Jose A Cysneiros [aut]
Maintainer: Vinicius Quintas Souto Maior <vinicius at de.ufpe.br>
License: GPL-2
NeedsCompilation: no
In views: TimeSeries
CRAN checks: sym.arma results

Downloads:

Reference manual: sym.arma.pdf
Package source: sym.arma_1.0.tar.gz
Windows binaries: r-devel: sym.arma_1.0.zip, r-devel-gcc8: sym.arma_1.0.zip, r-release: sym.arma_1.0.zip, r-oldrel: sym.arma_1.0.zip
OS X binaries: r-release: sym.arma_1.0.tgz, r-oldrel: sym.arma_1.0.tgz

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