FitARMA: FitARMA: Fit ARMA or ARIMA using fast MLE algorithm

Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.

Version: 1.6
Depends: R (≥ 2.1.0), FitAR
Published: 2013-09-27
Author: A.I. McLeod
Maintainer: A.I. McLeod <aimcleod at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: FitARMA citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: FitARMA results


Reference manual: FitARMA.pdf
Package source: FitARMA_1.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: FitARMA_1.6.tgz
OS X Mavericks binaries: r-oldrel: FitARMA_1.6.tgz
Old sources: FitARMA archive

Reverse dependencies:

Reverse imports: sarima
Reverse suggests: caschrono


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