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.
Version: |
1.0 |
Published: |
2018-09-30 |
DOI: |
10.32614/CRAN.package.sym.arma |
Author: |
Vinicius Quintas Souto Maior [aut,cre,cph] and Francisco Jose A Cysneiros [aut] |
Maintainer: |
Vinicius Quintas Souto Maior <vinicius at de.ufpe.br> |
License: |
GPL-2 |
NeedsCompilation: |
no |
In views: |
TimeSeries |
CRAN checks: |
sym.arma results |
Documentation:
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