R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
weakARMA
View on CRAN: Click
here
Download and install weakARMA package within the R console
Install from CRAN:
install.packages("weakARMA")
Install from Github:
library("remotes")
install_github("cran/weakARMA") Install by package version:
library("remotes")
install_version("weakARMA", "1.0.3") Attach the package and use:
library("weakARMA")
Maintained by
Julien Yves Rolland
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-02-07
Latest Update: 2022-04-04
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.
How to cite:
Julien Yves Rolland (2022). weakARMA: Tools for the Analysis of Weak ARMA Models. R package version 1.0.3, https://cran.r-project.org/web/packages/weakARMA. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:59), 1.0.2 (2022-02-07 13:00)
Other packages that cited weakARMA R package
View weakARMA citation profile
Other R packages that weakARMA depends,
imports, suggests or enhances
Complete documentation for weakARMA
Functions, R codes and Examples using
the weakARMA R package
Some associated functions: ARMA.selec . CAC40 . CAC40return . CAC40return.sq . VARest . acf.gamma_m . acf.univ . estimation . gradient . matXi . meansq . nl.acf . omega . portmanteauTest.h . portmanteauTest . signifparam . sim.ARMA . simGARCH . wnPT . wnPT_SQ . wnRT .
Some associated R codes: Acf.R . CAC40return.R . CAC40returnsq.R . CriteriaFunction.R . Data.R . Estimation.R . Gradient.R . MatXi.R . Omega.R . PortmanteauTest.R . Residual.R . Selection.R . Signif_param.R . SimARMA.R . VARest.R . WhiteNoise.R . Full weakARMA package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
modelwordcloud
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Peter Hurford (view profile)
BayesESS
Determines effective sample size of a parametric prior distribution
in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jaejoon Song (view profile)
enrichwith
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Ioannis Kosmidis (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
bbricks
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Haotian Chen (view profile)
28,083
R Packages
239,283
Dependencies
74,457
Author Associations
28,084
Publication Badges
