The functions in this paper are implemented in the R package FitARMA. This package requires R Version 2.1.
Download this file: R_FitARMA.zip
The following webpages illustrate the use of this R package:
| Input some data from a file and fit some ARMA models |
| Simulate and fit some time series |
| Obtain Mathematica timings for fitting ARMA model |
| Obtain the sample mean efficiency |
| Convergence to normal distribution |