# garma
- R package for estimation of Gegenbauer Seasonal/Cyclical long memory
processes.

## Overview & Introduction

This package fits a GARMA model (refer documentation) to a univariate
time series.

GARMA models are extensions of ARIMA models which allow for both
fractional differencing (like “fracdiff”) but also allow that to happen
at a non-zero frequency in the spectrum.

This package will estimate that frequency (which is known for
technical reasons as the “Gegenbauer” frequency).

At time of writing several estimation methods are supports as well as
a number of (non-linear) optimisation routines.

## Installation. The package can be installed from CRAN in the usual
manner:

`> install.packages('garma')`

## Documentation

An Introduction to the “garma” packages is available here,
and the reference documentation is available here.