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

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Branch: pkgsrc-2020Q1, 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]

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