https://github.com/spkaluzny/robustarima

Fit a linear regression model with ARIMA errors using a filtered tau-estimate
https://github.com/spkaluzny/robustarima

arima cran-r robust-statistics time-series-analysis

Last synced: 3 months ago
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Fit a linear regression model with ARIMA errors using a filtered tau-estimate

• Host: GitHub
• URL: https://github.com/spkaluzny/robustarima
• Owner: spkaluzny
• License: other
• Created: 2021-04-23T21:54:46.000Z (about 5 years ago)
• Default Branch: main
• Last Pushed: 2024-09-20T23:35:41.000Z (over 1 year ago)
• Last Synced: 2025-12-09T09:54:09.611Z (5 months ago)
• Topics: arima, cran-r, robust-statistics, time-series-analysis
• Language: Fortran
• Homepage:
• Size: 91.8 KB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# robustarima

[![License: BSD_3_clause](https://img.shields.io/badge/license-BSD_3-blue.svg)](https://cran.r-project.org/web/licenses/BSD_3_clause)

An R package for fitting a linear regression model with ARIMA

errors using a filtered tau-estimate.

This code was originally available in S-PLUS.

### Installation

You can install the latest released version from CRAN with:

```r

install.packages("robustarima")

```

Install the latest development version from GitHub with:

```r

# install.packages("devtools")

devtools::install_github("spkaluzny/robustarima")