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conda-forge / packages / r-fracdiff 1.4_2

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 from cf-staging / r-fracdiff

  • License: GPL-2.0-or-later
  • 252591 total downloads
  • Last upload: 4 months and 25 days ago

Installers

Info: This package contains files in non-standard labels.
  • linux-64 v1.5_2
  • linux-aarch64 v1.5_3
  • osx-arm64 v1.5_3
  • osx-64 v1.5_2
  • win-64 v1.5_2
  • linux-ppc64le v1.5_3

conda install

To install this package run one of the following:
conda install conda-forge::r-fracdiff
conda install conda-forge/label/cf201901::r-fracdiff
conda install conda-forge/label/cf202003::r-fracdiff
conda install conda-forge/label/gcc7::r-fracdiff

Description

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