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conda-forge/r-fracdiff

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); including inference and basic methods. Some alternative algorithms to estimate "H".

Copied fromcf-post-staging / r-fracdiff

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::r-fracdiff

Usage Tracking

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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".

Information Last Updated

Sep 21, 2025 at 20:05

License

GPL-2.0-or-later

Total Downloads

314.0K

Platforms

Linux 64 Version: 1.5_3
Linux aarch64 Version: 1.5_3
macOS arm64 Version: 1.5_3
macOS 64 Version: 1.5_3
Win 64 Version: 1.5_3
Linux ppc64le Version: 1.5_3

Home

https://github.com/mmaechler/fracdiff