fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
v1.5-3
·
Feb 1, 2024
·
GPL (>= 2)
Description
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
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| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.5-3
Mar 9, 2026