Corpus ID: 237940412

Gaussian ARMA models in the ts.extend package

@inproceedings{ONeill2021GaussianAM,
  title={Gaussian ARMA models in the ts.extend package},
  author={Ben O'Neill},
  year={2021}
}
BEN O’NEILL*, Australian National University** WRITTEN 26 SEPTEMBER 2021 Abstract This paper introduces and describes the R package ts.extend, which adds probability functions for stationary Gaussian ARMA models and some related utility functions for time-series. We show how to use the package to compute the density and distributions functions for models in this class, and generate random vectors from this model. The package allows the user to use marginal or conditional models using a simple… Expand

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