Estimation, Diagnostic and Forecasting Functions for ARFIMA models

Documentation for package ‘afmtools’ version 0.1.2

afmtools-package	Estimation, Diagnostic and Forecasting functions for ARFIMA models
afmtools	Estimation, Diagnostic and Forecasting functions for ARFIMA models
arfima.whittle	Whittle Estimation for ARFIMA models
arfima.whittle.loglik	Whittle loglikelihood for ARFIMA models
check.parameters.arfima	Parameter check for ARFIMA models
gw.test	Giacomini & White test of Predictive Ability
MammothCreek	Tree Ring Time Series Data
per.arfima	Periodogram by Fast Fourier Transform
pi.j	Asymptotic Infinite AR expansion
plot.arfima	Methods for fitted ARFIMA models
pred.arfima	Multistep Ahead Predictor for ARFIMA models
print.arfima	Methods for fitted ARFIMA models
psi.j	Asymptotic Infinite MA expansion
residuals.arfima	Methods for fitted ARFIMA models
rho.arma	Autocovariance function for ARMA models
rho.sowell	Exact autocovariance function for ARFIMA models
smv.afm	Exact and asymptotic sample mean variance
spectrum.arfima	Theoretical spectrum of an ARFIMA model
spectrum.arma	Theoretical spectrum of an ARMA model
summary.arfima	Methods for fitted ARFIMA models
tsdiag.arfima	Methods for fitted ARFIMA models
var.afm	Parameter Variance-Covariance matrix for ARFIMA models