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

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Branch: pkgsrc-2020Q3, 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).

Master sites: (Expand)

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

Version history: (Expand)

(2020-10-10) Package added to pkgsrc.se, version R-fracdiff-1.4.2 (created)