[R] Acf of Frima

[Spencer Graves]

What's farima?  functional arima or fractional arima?  If the former, 
the "fda" package includes a function "cor.fd" for "correlation matrix 
from functional data object(s)".  If the latter, I suggest you use sos 
as follows:


library(sos)
(fr <- findFn('fractional arima'))


       "findFn" searches a database of help pages of contributed 
packages.  This particular call returned 13 links in 5 packages and 
opened the results in a table in a web browser with hot links , sorted 
to put first the package with the most matches.


       Hope this helps.
       Spencer


On 2/2/2011 5:43 AM, Chuse chuse wrote:
> Hello,
>
> I am trying to calculate the autocovariance matrix for any general
> farima(p,d,q) with
> p,q>  1. Could anyone give an idea how to implement in R or if there
> is any package for this?
>
> thank you beforehand.
>
> Jose.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>


-- 
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph:  408-655-4567