The functions in this paper are implemented in the R package FitARMA. This requires also the FitAR package.
| Version: | 1.0 |
| Authors: | A.I. McLeod and Ying Zhang |
| Maintainer: | A.I. McLeod |
| License: | GPL Version 2 |
| Package source: | FitAR_1.0.tar.gz |
| MacOS X binary: | FitAR_1.0.tgz |
| Windows binary: | FitAR_1.0.zip |
| Index of contents: | FitAR.INDEX.txt |
| Reference manual: | FitAR.pdf |
| Version: | 1.0 |
| Authors: | A.I. McLeod and Ying Zhang |
| Maintainer: | A.I. McLeod |
| License: | GPL Version 2 |
| Package source: | FitARMA_1.0.tar.gz |
| MacOS X binary: | FitARMA_1.0.tgz |
| Windows binary: | FitARMA_1.0.zip |
| Index of contents: | FitARMA.INDEX.txt |
| Reference manual: | FitARMA.pdf |
These package should be installed in the usual way. After starting R, click on Packages ... Install package(s) for local zip files ...
Use the source() function to input these workspace dumps and R scripts.
| Durbin MA(1) efficiency: wsDurbin.R |
| Timings for fitting ARMA model: wsTiming.R |
| Obtain the sample mean efficiency: wsMean.R RunAll.R |