Other packages > Find by keyword >

weakARMA  

Tools for the Analysis of Weak ARMA Models
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]
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 04 Jun. 2026.
Previous versions and publish date:
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

AMPLE  
Shiny Apps to Support Capacity Building on Harvest Control Rules
Three Shiny apps are provided that introduce Harvest Control Rules (HCR) for fisheries management. ...
Download / Learn more Package Citations See dependency  
murphydiagram  
Murphy Diagrams for Forecast Comparisons
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Con ...
Download / Learn more Package Citations See dependency  
crplyr  
A 'dplyr' Interface for Crunch
In order to facilitate analysis of datasets hosted on the Crunch data platform ...
Download / Learn more Package Citations See dependency  
golem  
A Framework for Robust Shiny Applications
An opinionated framework for building a production-ready 'Shiny' application. This package contains ...
Download / Learn more Package Citations See dependency  
phers  
Calculate Phenotype Risk Scores
Use phenotype risk scores based on linked clinical and genetic data to study Mendelian disease and ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA