pkgsrc.se | The NetBSD package collection

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

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

Branch: pkgsrc-2021Q1, 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)

(2021-03-30) Package added to pkgsrc.se, version R-fracdiff-1.4.2 (created)