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".
| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
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linux-64/r-fracdiff-1.5_2-r43h76d94ec_0.tar.bz2 | conda | 1.5_2 | linux-64 | main | Jan 16, 2024, 09:21 PM | 115.86 KB | 519 | |
linux-64/r-fracdiff-1.5_1-r42h76d94ec_0.tar.bz2 | conda | 1.5_1 | linux-64 | main | Jun 27, 2022, 07:23 PM | 115.53 KB | 758 | |
win-64/r-fracdiff-1.4_2-r36h6115d3f_4.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 119.69 KB | 465 | |
win-64/r-fracdiff-1.4_2-r351h6f4ce42_4.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 112.79 KB | 95 | |
win-64/r-fracdiff-1.4_2-r343h889e2dd_4.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 91.89 KB | 99 | |
win-64/r-fracdiff-1.4_2-r342h6d9ea0e_4.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 92.31 KB | 93 | |
win-64/r-fracdiff-1.4_2-r342h6d9ea0e_2.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 95.31 KB | 101 | |
win-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 92.5 KB | 96 | |
win-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 90.75 KB | 109 | |
win-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 87.14 KB | 99 | |
win-64/r-fracdiff-1.4_2-r3.3.0_2.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 87.29 KB | 99 | |
win-64/r-fracdiff-1.4_2-r3.2.4_0.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 86.96 KB | 102 | |
win-64/r-fracdiff-1.4_2-r3.2.4_2.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 86.92 KB | 102 | |
win-64/r-fracdiff-1.4_2-mro351_0.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 135.16 KB | 99 | |
win-64/r-fracdiff-1.4_2-mro343h889e2dd_0.tar.bz2 | conda | 1.4_2 | win-64 | main | Mar 10, 2020, 11:15 PM | 113.03 KB | 106 | |
win-32/r-fracdiff-1.4_2-r36h6115d3f_4.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 117.8 KB | 30 | |
win-32/r-fracdiff-1.4_2-r351h6f4ce42_4.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 110.95 KB | 25 | |
win-32/r-fracdiff-1.4_2-r343h889e2dd_4.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 90.21 KB | 27 | |
win-32/r-fracdiff-1.4_2-r342hc7f6d0a_4.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 90.54 KB | 28 | |
win-32/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 90.68 KB | 29 | |
win-32/r-fracdiff-1.4_2-r342hc7f6d0a_2.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 90.84 KB | 29 | |
win-32/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 88.96 KB | 31 | |
win-32/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 85.25 KB | 26 | |
win-32/r-fracdiff-1.4_2-r3.3.0_2.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 85.4 KB | 26 | |
win-32/r-fracdiff-1.4_2-r3.2.4_2.tar.bz2 | conda | 1.4_2 | win-32 | main | Mar 10, 2020, 10:47 PM | 85.14 KB | 25 |