weakARMA

The goal of weakARMA is to allows the study of nonlinear time series models through weak ARMA representations.

Installation (Gitlab)

Current released

You can install the released version of weakARMA from PLMlab with:

install.packages("remotes")
remotes::install_gitlab("jrolland/weakARMA", host="https://plmlab.math.cnrs.fr")

Development version

You can install the currently developed version of weakARMA from PLMlab with:

install.packages("remotes")
remotes::install_git("https://plmlab.math.cnrs.fr/jrolland/weakARMA.git", ref="develop")

Installation (CRAN)

CRAN package is available. You can install the released version of weakARMA from CRAN with:

install.packages("weakARMA")

Example

This is a basic example which shows you how to solve a common problem:

library(weakARMA)
## basic example code