Fit ARMA or ARIMA Using Fast MLE Algorithm

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Documentation for package ‘FitARMA’ version 1.6.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

FitARMA-package	FitARMA: Fit ARMA or ARIMA using fast MLE algorithm
coef.FitARMA	coef method for class FitARMA
FitARMA	Fit ARMA/ARIMA using fast MLE algorithm
fitted.FitARMA	fitted method for class FitARMA
GetFitARMA	Fit ARMA(p,q) model to mean zero time series.
ImpulseCoefficientsARMA	Impulse coefficients of ARMA
InformationMatrixARMA	Expected large-sample information matrix for ARMA
print.FitARMA	print method for class FitARMA
residuals.FitARMA	residuals method for class FitARMA
SimulateGaussianARMA	Simulate Gaussian ARMA model
summary.FitARMA	print method for class FitARMA
TacvfARMA	Theoretical Autocovariance Function of ARMA
tccfAR	Theoretical cross-covariances of auxilary AR process in ARMA(p,q)