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.zip(r-4.7-any)sym.arma_1.0.zip(r-4.6-any)sym.arma_1.0.zip(r-4.5-any)
sym.arma_1.0.tgz(r-4.6-any)sym.arma_1.0.tgz(r-4.5-any)
sym.arma_1.0.tar.gz(r-4.7-any)sym.arma_1.0.tar.gz(r-4.6-any)
sym.arma_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
sym.arma/json (API)
| # Install 'sym.arma' in R: |
| install.packages('sym.arma', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/cranhaven/cranhaven.r-universe.dev/issues
- assets - Returns of the daily closing prices of assets, Standard and Poors 500 Index and T-bill rates
Last updated from:43bd2d3a15 (on package/sym.arma). Checks:7 NOTE, 2 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | NOTE | 99 | ||
| source / vignettes | OK | 127 | ||
| linux-release | NOTE | 96 | ||
| macos-release | NOTE | 77 | ||
| macos-oldrel | NOTE | 136 | ||
| windows-devel | NOTE | 88 | ||
| windows-release | NOTE | 66 | ||
| windows-oldrel | NOTE | 59 | ||
| wasm-release | OK | 65 |
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 |