Robust ARIMA Modeling
Robust Fitting of a REGARIMA Model
Robust REGARIMA Model and Outliers Detection Objects
Robust Fit of a REGARIMA Model and Outliers Detection
Use coef on an arima.rob Object
Outliers Objects Extracted from <code>arima.rob</code> Objects
Outliers Extraction for an <code>arima.rob</code> Object
Use predict on an arima.rob Object
Use print on an arima.rob Object
Use print on an outliers Object
Use print on a summary.arima.rob Object
Use print on a summary.outliers Object
Summary Method for arima.rob Objects
Summary Method for outliers Objects
Use <code>vcov()</code> on an <code>arima.rob</code> Model Object
Functions for fitting a linear regression model with ARIMA errors using a filtered tau-estimate. The methodology is described in Maronna et al (2017, ISBN:9781119214687).
Useful links