Tools for the Analysis of Weak ARMA Models
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Documentation for package ‘weakARMA’ version 1.0.3
Help Pages
| acf.gamma_m | Computation of autocovariance and autocorrelation for an ARMA residuals. |
| acf.univ | Computation of autocovariance and autocorrelation for an ARMA residuals. |
| ARMA.selec | Selection of ARMA models |
| CAC40 | Paris stock exchange |
| CAC40return | Paris stock exchange return |
| CAC40return.sq | Paris stock exchange square return |
| estimation | Parameters estimation of a time series. |
| gradient | Computation the gradient of the residuals of an ARMA model |
| matXi | Estimation of Fisher information matrix I |
| meansq | Function optim will minimize |
| nl.acf | Autocorrelogram |
| omega | Computation of Fisher information matrice |
| portmanteauTest | Portmanteau tests |
| portmanteauTest.h | Portmanteau tests for one lag. |
| signifparam | Computes the parameters significance |
| sim.ARMA | Simulation of ARMA(p,q) model. |
| simGARCH | GARCH process |
| VARest | Estimation of VAR(p) model |
| wnPT | Weak white noise |
| wnPT_SQ | Weak white noise |
| wnRT | Weak white noise |