Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 10 of 33 found.
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logLik.arfima (Package: arfima) :

Extracts log-likelihood values from a arfima fit.
● Data Source: CranContrib
● Keywords: ts
● Alias: logLik.arfima
● 0 images

arfima-package (Package: arfima) :

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
● 0 images

plot.predarfima (Package: arfima) :

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
● 0 images

predict.arfima (Package: arfima) :

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
● 0 images

print.predarfima (Package: arfima) :

Prints the output of predict on an arfima object
● Data Source: CranContrib
● Keywords: ts
● Alias: print.predarfima
● 0 images

tacfplot (Package: arfima) :

Plots the theoretical autocorralation functions (tacfs) of one or more fits.
● Data Source: CranContrib
● Keywords: ts
● Alias: tacfplot
● 0 images

iARFIMA (Package: arfima) :

Computes the approximate or (almost) exact Fisher information matrix of an ARFIMA process
● Data Source: CranContrib
● Keywords: ts
● Alias: iARFIMA
● 0 images

AIC.arfima (Package: arfima) :

Computes information criteria for arfima objects. See AIC for more details.
● Data Source: CranContrib
● Keywords: ts
● Alias: AIC.arfima, BIC, BIC.arfima
● 0 images

PacfToAR (Package: arfima) :

Converts AR/MA coefficients from PACF box-space to operator space; usually for internal use
● Data Source: CranContrib
● Keywords: ts
● Alias: PacfToAR
● 0 images

summary.arfima (Package: arfima) :

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
● 0 images