r-fracdiff
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
Installation
To install this package, run one of the following:
Usage Tracking
1.5_4
1.5_3
1.5_2
1.5_1
1.5_0
5 / 8 versions selected
Downloads (Last 6 months): 0
About
Summary
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
Last Updated
Apr 30, 2026 at 09:09
License
GPL-2.0-or-later
Supported Platforms
linux-64
linux-aarch64
macOS-arm64
macOS-64
win-64
linux-ppc64le