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

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Branch: pkgsrc-2018Q2, 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]

Required to build:
[pkgtools/cwrappers]

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Master sites: (Expand)

• http://cran.r-project.org/src/contrib/
• ftp://cran.r-project.org/pub/R/src/contrib/
• http://cran.at.r-project.org/src/contrib/

• ftp://cran.at.r-project.org/pub/R/src/contrib/
• http://cran.ch.r-project.org/src/contrib/
• http://cran.uk.r-project.org/src/contrib/
• http://cran.us.r-project.org/src/contrib/
• http://lib.stat.cmu.edu/R/CRAN/src/contrib/
• ftp://ftp.u-aizu.ac.jp/pub/lang/R/CRAN/src/contrib/
• http://stat.ethz.ch/CRAN/src/contrib/
• http://www.stats.bris.ac.uk/R/src/contrib/

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Version history: (Expand)

• (2018-07-03) Package added to pkgsrc.se, version R-fracdiff-1.4.2 (created)

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