r-fracdiff 1.5-1 Fractionally differenced ARIMA aka ARFIMA(P,d,q) models
This package provides tools for the maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); it includes inference and basic methods.
- Website: https://github.com/mmaechler/fracdiff
- License: GPL 2+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux