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

[ CVSweb ] [ Homepage ] [ RSS ] [ Required by ] [ Add to tracker ]

Branch: pkgsrc-2018Q3, 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]

Master sites: (Expand)

Version history: (Expand)