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 rdonnellyr::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

Jan 10, 2018 at 00:36

License

GPL (>= 2)

Total Downloads

Supported Platforms

macOS-64

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