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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 from cf-staging / r-fracdiff
Type Size Name Uploaded Downloads Labels
conda 122.9 kB | win-64/r-fracdiff-1.4_2-r351h6115d3f_1002.tar.bz2  6 years and 4 months ago 1736 main cf202003 cf201901
conda 122.9 kB | win-64/r-fracdiff-1.4_2-r351h6115d3f_2.tar.bz2  6 years and 5 months ago 1711 main cf202003 cf201901
conda 101.5 kB | win-64/r-fracdiff-1.4_2-r341h6115d3f_2.tar.bz2  6 years and 5 months ago 1681 main cf202003 cf201901
conda 87.9 kB | linux-64/r-fracdiff-1.4_2-r341hc070d10_2.tar.bz2  6 years and 5 months ago 8128 main cf202003 cf201901
conda 109.5 kB | linux-64/r-fracdiff-1.4_2-r351hc070d10_2.tar.bz2  6 years and 5 months ago 4969 main cf202003 cf201901
conda 108.9 kB | osx-64/r-fracdiff-1.4_2-r351hc070d10_2.tar.bz2  6 years and 5 months ago 393 main cf202003 cf201901
conda 87.6 kB | osx-64/r-fracdiff-1.4_2-r341hc070d10_2.tar.bz2  6 years and 5 months ago 372 main cf202003 cf201901
conda 90.4 kB | win-64/r-fracdiff-1.4_2-r341h301d43c_1.tar.bz2  6 years and 8 months ago 1774 main cf202003 cf201901
conda 76.0 kB | osx-64/r-fracdiff-1.4_2-r341h470a237_1.tar.bz2  6 years and 8 months ago 352 main cf202003 cf201901
conda 76.2 kB | linux-64/r-fracdiff-1.4_2-r341h470a237_1.tar.bz2  6 years and 8 months ago 6419 main cf202003 cf201901
conda 75.9 kB | osx-64/r-fracdiff-1.4_2-r3.4.1_0.tar.bz2  7 years and 7 months ago 392 main cf202003 cf201901
conda 91.4 kB | win-64/r-fracdiff-1.4_2-r3.4.1_0.tar.bz2  7 years and 7 months ago 1843 main cf202003 cf201901
conda 76.4 kB | linux-64/r-fracdiff-1.4_2-r3.4.1_0.tar.bz2  7 years and 7 months ago 8556 main cf202003 cf201901
conda 90.8 kB | win-64/r-fracdiff-1.4_2-r3.3.2_0.tar.bz2  7 years and 11 months ago 1863 main cf202003 cf201901
conda 75.1 kB | osx-64/r-fracdiff-1.4_2-r3.3.2_0.tar.bz2  7 years and 11 months ago 392 main cf202003 cf201901
conda 75.5 kB | linux-64/r-fracdiff-1.4_2-r3.3.2_0.tar.bz2  7 years and 11 months ago 8619 main cf202003 cf201901

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