robustarima

Authors Stephen Kaluzny, TIBCO Software Inc.

Last update 23 September 2024

Copyright license 3-clause BSD License, File License

Software version identifier PACKAGES.rds, 0.2.5, 0.2.6, 0.2.7

Description

Functions for fitting a linear regression model with ARIMA errors using a filtered tau-estimate. The methodology is described in Maronna et al (2017, ISBN:9781119214687).

This page was built for software: robustarima