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