R Graphical Manual

Last data update: 2014.03.03

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CranContrib
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Results 1 - 2 of 2 found.
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FitAR : Subset AR Model Fitting

Package: FitAR
Type: Package
Title: Subset AR Model Fitting
Version: 1.94
Date: 2013-03-15
Author: A.I. McLeod, Ying Zhang and Changjiang Xu
Maintainer: A.I. McLeod <aimcleod@uwo.ca>
Depends: R (>= 2.0.0), lattice, leaps, ltsa, bestglm
Description: Comprehensive model building function for identification,
estimation and diagnostic checking for AR and subset AR models.
Two types of subset AR models are supported. One family of
subset AR models, denoted by ARp, is formed by taking subet of
the original AR coefficients and in the other, denoted by ARz,
subsets of the partial autocorrelations are used. The main
advantage of the ARz model is its applicability to very large
order models.
Imports: lattice, leaps, ltsa
LazyLoad: yes
LazyData: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
License: GPL (>= 2)
URL: http://www.stats.uwo.ca/faculty/aim
Packaged: 2013-03-16 02:01:31 UTC; IanMcLeod
Repository: CRAN
Date/Publication: 2013-03-16 07:18:01
NeedsCompilation: yes

● Data Source: CranContrib
● Cran Task View: TimeSeries
● 51 images, 78 functions, 9 datasets
● Reverse Depends: 2

arfima : Fractional ARIMA (and Other Long Memory) Time Series Modeling

Package: arfima
Version: 1.3-4
Date: 2015-12-26
Title: Fractional ARIMA (and Other Long Memory) Time Series Modeling
Authors@R: c(person("Justin Q.", "Veenstra", role = c("aut", "cre"),
email = "justin.veenstra@gmail.com"),
person("A.I.", "McLeod", role = "aut"))
Author: Justin Q. Veenstra [aut, cre],
A.I. McLeod [aut]
Maintainer: Justin Q. Veenstra <justin.veenstra@gmail.com>
Depends: R (>= 2.14.0), ltsa
Imports: parallel
Description: Simulates, fits, and predicts long-memory and anti-persistent time
series, possibly mixed with ARMA, regression, transfer-function components.
Exact methods (MLE, forecasting, simulation) are used.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2015-12-31 00:10:13 UTC; justin
Repository: CRAN
Date/Publication: 2015-12-31 08:24:14

● Data Source: CranContrib
● Cran Task View: TimeSeries
● 0 images, 33 functions, 2 datasets
● Reverse Depends: 0