Extracts log-likelihood values from a arfima fit.
● Data Source:
CranContrib
● Keywords: ts
● Alias: logLik.arfima
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Simulates with arfima.sim, fits with arfima, and predicts with a method for the generic function. Plots predictions and the original time series. Has the capability to fit regressions with ARFIMA/ARIMA-FGN/ARIMA-PLA errors, as well as transfer functions/dynamic regression.
● Data Source:
CranContrib
● Keywords: package
● Alias: arfima-package
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This function takes a predarfima object generated by predict.arfima and plots all of the information contained in it. The colour code is as follows:
● Data Source:
CranContrib
● Keywords: ts
● Alias: plot.predarfima
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Performs prediction of a fitted arfima object. Includes prediction for each mode, bootstrap predictions and intervals, and exact and limiting prediction error standard deviations.
● Data Source:
CranContrib
● Keywords: ts
● Alias: predict.arfima
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Prints the output of predict on an arfima object
● Data Source:
CranContrib
● Keywords: ts
● Alias: print.predarfima
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Plots the theoretical autocorralation functions (tacfs) of one or more fits.
● Data Source:
CranContrib
● Keywords: ts
● Alias: tacfplot
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Computes the approximate or (almost) exact Fisher information matrix of an ARFIMA process
● Data Source:
CranContrib
● Keywords: ts
● Alias: iARFIMA
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Computes information criteria for arfima objects. See AIC for more details.
● Data Source:
CranContrib
● Keywords: ts
● Alias: AIC.arfima, BIC, BIC.arfima
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Converts AR/MA coefficients from PACF box-space to operator space; usually for internal use
● Data Source:
CranContrib
● Keywords: ts
● Alias: PacfToAR
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Provides a very comprehensive summary of a fitted arfima object. Includes correlation and covariance matrices (observed and expected), the Fisher Information matrix of those parameters for which it is defined, and more, for each mode.
● Data Source:
CranContrib
● Keywords: ts
● Alias: summary.arfima
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