VR
Valderio Reisen
3 packages
On CRAN since Mar 2017 (9 years) · last active 3 months ago
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Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Robust Estimation of the ACF from the M-Periodogram
Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
Robust Estimation of the ACF from the M-Periodogram
Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Co-authored Packages
2 packages
| Package | Version |
|---|---|
| acfMPeriod | 1.1.0 |
| tsqn | 1.2.0 |
Contributions
1 package
| Package | Version |
|---|---|
| fracdiff | 1.5-4 |