CRAN/E | garma

garma

Fitting and Forecasting Gegenbauer ARMA Time Series Models

Installation

About

Methods for estimating univariate long memory-seasonal/cyclical Gegenbauer time series processes. See for example (2022) doi:10.1007/s00362-022-01290-3. Refer to the vignette for details of fitting these processes.

github.com/rlph50/garma

Key Metrics

Version 0.9.13
Published 2023-08-19 250 days ago
Needs compilation? no
License GPL-3
CRAN checks garma results

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Maintainer

Maintainer

Richard Hunt

maint@huntemail.id.au

Authors

Richard Hunt

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

Introduction to GARMA models

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

garma archive

Depends

forecast
ggplot2

Imports

Rsolnp
pracma
signal
zoo
lubridate
crayon
utils
nloptr
BB
GA
dfoptim
pso
FKF
tswge
hypergeo
ltsa

Suggests

longmemo
yardstick
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knitr
rmarkdown