| Name : R-weakARMA
| |
| Version : 1.0.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.10
| Date : 2024-06-14 11:46:54
|
| Group : Development/Libraries/Other
| Source RPM : R-weakARMA-1.0.3-lp153.1.10.src.rpm
|
| Size : 0.27 MB
| |
| Packager : (none)
| |
| Summary : Tools for the Analysis of Weak ARMA Models
|
Description :
Numerous time series admit autoregressive moving average (ARMA)
representations, in which the errors are uncorrelated but not
necessarily independent. These models are called weak ARMA by
opposition to the standard ARMA models, also called strong ARMA models,
in which the error terms are supposed to be independent and identically
distributed (iid). This package allows the study of nonlinear time
series models through weak ARMA representations. It determines
identification, estimation and validation for ARMA models and for AR
and MA models in particular. Functions can also be used in the strong
case. This package also works on white noises by omitting arguments
\'p\', \'q\', \'ar\' and \'ma\'. See Francq, C. and Zakoïan, J. (1998)
< doi:10.1016/S0378-3758(97)00139-0> and Boubacar Maïnassara, Y. and
Saussereau, B. (2018) < doi:10.1080/01621459.2017.1380030> for more
details.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
