r-fracdiff

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Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).

Versions

To install this package, run one of the following:

$conda install asmeurer::r-fracdiff

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Summary

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).

Last Updated

Sep 15, 2015 at 18:18

License

GPL (>= 2)

Total Downloads

835

Version Downloads

835

Supported Platforms

linux-64

win-32

win-64

linux-32

macOS-64