Description
Robust ARIMA Modeling.
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).
README.md
robustarima
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:
install.packages("robustarima")
Install the latest development version from GitHub with:
# install.packages("devtools")
devtools::install_github("spkaluzny/robustarima")