conda-forge / packages / r-fracdiff 1.5_1

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".

Installers

Info: This package contains files in non-standard labels.

conda install

  • linux-64  v1.5_1
  • osx-64  v1.5_1
  • win-64  v1.5_1
To install this package with conda run one of the following:
conda install -c conda-forge r-fracdiff
conda install -c conda-forge/label/gcc7 r-fracdiff
conda install -c conda-forge/label/cf201901 r-fracdiff

Description

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