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".
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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); including inference and basic methods. Some alternative algorithms to estimate "H".
Last Updated
Jun 27, 2022 at 19:23
License
GPL-2
Total Downloads
48.8K
Supported Platforms
linux-64
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win-32 Last supported version: 1.4_2
macOS-64 Last supported version: 1.4_2
linux-32 Last supported version: 1.4_2
win-64 Last supported version: 1.4_2