Package: sym.arma 1.0
Vinicius Quintas Souto Maior
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.
Authors:
sym.arma_1.0.tar.gz
sym.arma_1.0.tar.gz(r-4.5-noble)sym.arma_1.0.tar.gz(r-4.4-noble)
sym.arma_1.0.tgz(r-4.4-emscripten)sym.arma_1.0.tgz(r-4.3-emscripten)
sym.arma.pdf |sym.arma.html✨
sym.arma/json (API)
| # Install 'sym.arma' in R: |
| install.packages('sym.arma', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- assets - Returns of the daily closing prices of assets, Standard and Poors 500 Index and T-bill rates
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:2a3ef48d5f. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 08 2024 |
| R-4.5-linux | NOTE | Sep 08 2024 |
Exports:clr.testelliptical.tsinfluencepredictqqplotsymarma.sim
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Autoregressive and Moving Average Symmetric Models | sym.arma-package sym.arma |
| Returns of the daily closing prices of assets, Standard and Poors 500 Index and T-bill rates | assets |
| Conditional Likelihood Ratio Test | clr.test |
| Autoregressive and Moving Average Symmetric Models | elliptical.ts |
| Assessment of local influence in SYMARMA models | influence |
| Forecasts from a fitted SYMARMA model | predict |
| Quantile-Quantile Plots | qqplot |
| Simulate from an SYMARMA model | symarma.sim |