sym.arma1.0 package

Autoregressive and Moving Average Symmetric Models

Functions for fitting the Autoregressive and Moving Average Symmetric Model for univariate time series introduced by Maior and Cysneiros (2018), <doi:10.1007/s00362-016-0753-z>. Fitting method: conditional maximum likelihood estimation. For details see: Wei (2006), Time Series Analysis: Univariate and Multivariate Methods, Section 7.2.

  • Maintainer: Vinicius Quintas Souto Maior
  • License: GPL-2
  • Last published: 2018-09-30