R: Tools for the Analysis of Weak ARMA Models

# Tools for the Analysis of Weak ARMA Models

## Documentation for package ‘weakARMA’ version 1.0.3

- DESCRIPTION file
- Package README

## Help Pages

acf.gamma_m | Computation of autocovariance and autocorrelation for an ARMA residuals.
acf.univ | Computation of autocovariance and autocorrelation for an ARMA residuals.
ARMA.selec | Selection of ARMA models
CAC40 | Paris stock exchange
CAC40return | Paris stock exchange return
CAC40return.sq | Paris stock exchange square return
estimation | Parameters estimation of a time series.
gradient | Computation the gradient of the residuals of an ARMA model
matXi | Estimation of Fisher information matrix I
meansq | Function optim will minimize
nl.acf | Autocorrelogram
omega | Computation of Fisher information matrice
portmanteauTest | Portmanteau tests
portmanteauTest.h | Portmanteau tests for one lag.
signifparam | Computes the parameters significance
sim.ARMA | Simulation of ARMA(p,q) model.
simGARCH | GARCH process
VARest | Estimation of VAR(p) model
wnPT | Weak white noise
wnPT_SQ | Weak white noise
wnRT | Weak white noise