[R] Robust ARMA Fitting in R?

[Berend Hasselman]

On 01-03-2012, at 19:03, isabella at ghement.ca wrote:

> 
> 
> 	Hello,   BODY { font-family:Arial, Helvetica,
> sans-serif;font-size:12px; }  
> 
> 	Does any one know if there are any functions/packages available in R
> for robust fitting of ARMA time series models (e.g., similar to the
> function arima.rob() in S-PLUS)?   

CRAN:  http://cran.r-project.org/

In Task Views (left side)  goto TimeSeries.
And search for "arima" on that page.

Berend