./math/R-fracdiff, Fractionally differenced ARIMA aka ARFIMA(p,d,q) models

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Branch: CURRENT, Version: 1.4.2, Package name: R-fracdiff-1.4.2, Maintainer: minskim

Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics,
1989).


Required to run:
[lang/g95] [math/R]

Required to build:
[pkgtools/cwrappers]

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   2018-02-07 02:11:18 by Min Sik Kim | Files touched by this commit (3)
Log message:
math/R-fracdiff: Import version 1.4.2

Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics,
1989).