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.
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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
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