Autoregressive and Moving Average Symmetric Models

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Documentation for package ‘sym.arma’ version 1.0

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sym.arma-package Autoregressive and Moving Average Symmetric Models
assets Returns of the daily closing prices of assets, Standard and Poors 500 Index and T-bill rates
clr.test Conditional Likelihood Ratio Test
elliptical.ts Autoregressive and Moving Average Symmetric Models
influence Assessment of local influence in SYMARMA models
predict Forecasts from a fitted SYMARMA model
qqplot Quantile-Quantile Plots
sym.arma Autoregressive and Moving Average Symmetric Models
symarma.sim Simulate from an SYMARMA model