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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 124.9 kB | linux-ppc64le/r-fracdiff-1.5_1-r42hf717316_2.tar.bz2  2 years and 5 months ago 34 main
conda 124.8 kB | linux-ppc64le/r-fracdiff-1.5_1-r41hf717316_2.tar.bz2  2 years and 5 months ago 35 main
conda 119.0 kB | win-64/r-fracdiff-1.5_1-r41h9b904b5_2.tar.bz2  2 years and 5 months ago 569 main
conda 114.5 kB | osx-arm64/r-fracdiff-1.5_1-r41h6f34d00_2.tar.bz2  2 years and 5 months ago 73 main
conda 120.9 kB | osx-64/r-fracdiff-1.5_1-r41hb058ae2_2.tar.bz2  2 years and 5 months ago 96 main
conda 114.5 kB | osx-arm64/r-fracdiff-1.5_1-r42h6f34d00_2.tar.bz2  2 years and 5 months ago 72 main
conda 121.1 kB | osx-64/r-fracdiff-1.5_1-r42hb058ae2_2.tar.bz2  2 years and 5 months ago 81 main
conda 120.0 kB | linux-aarch64/r-fracdiff-1.5_1-r42h122e0e7_2.tar.bz2  2 years and 5 months ago 60 main
conda 119.9 kB | linux-aarch64/r-fracdiff-1.5_1-r41h122e0e7_2.tar.bz2  2 years and 5 months ago 59 main
conda 117.0 kB | linux-64/r-fracdiff-1.5_1-r41h64d53c3_2.tar.bz2  2 years and 5 months ago 2663 main
conda 117.1 kB | linux-64/r-fracdiff-1.5_1-r42h64d53c3_2.tar.bz2  2 years and 5 months ago 2840 main
conda 118.6 kB | linux-aarch64/r-fracdiff-1.5_1-r41h3c26e18_1.tar.bz2  3 years and 1 month ago 91 main
conda 124.0 kB | linux-ppc64le/r-fracdiff-1.5_1-r40h86c92d8_1.tar.bz2  3 years and 1 month ago 40 main
conda 118.6 kB | linux-aarch64/r-fracdiff-1.5_1-r40h3c26e18_1.tar.bz2  3 years and 1 month ago 70 main
conda 124.3 kB | linux-ppc64le/r-fracdiff-1.5_1-r41h86c92d8_1.tar.bz2  3 years and 1 month ago 40 main
conda 112.2 kB | osx-arm64/r-fracdiff-1.5_1-r41h8d9d7ea_1.tar.bz2  3 years and 1 month ago 86 main
conda 120.7 kB | osx-64/r-fracdiff-1.5_1-r40h97ec4fd_1.tar.bz2  3 years and 1 month ago 93 main
conda 112.2 kB | osx-arm64/r-fracdiff-1.5_1-r40h8d9d7ea_1.tar.bz2  3 years and 1 month ago 81 main
conda 120.7 kB | osx-64/r-fracdiff-1.5_1-r41h97ec4fd_1.tar.bz2  3 years and 1 month ago 151 main
conda 116.2 kB | linux-64/r-fracdiff-1.5_1-r40hb699f27_1.tar.bz2  3 years and 1 month ago 19171 main
conda 116.3 kB | linux-64/r-fracdiff-1.5_1-r41hb699f27_1.tar.bz2  3 years and 1 month ago 13597 main
conda 120.7 kB | linux-aarch64/r-fracdiff-1.5_1-r41h658b691_1.tar.bz2  3 years and 10 months ago 79 main
conda 120.8 kB | linux-aarch64/r-fracdiff-1.5_1-r40h658b691_1.tar.bz2  3 years and 10 months ago 74 main
conda 123.9 kB | linux-ppc64le/r-fracdiff-1.5_1-r41hb2931de_1.tar.bz2  3 years and 10 months ago 47 main
conda 126.8 kB | win-64/r-fracdiff-1.5_1-r40h7af7814_1.tar.bz2  3 years and 10 months ago 858 main
conda 124.0 kB | linux-ppc64le/r-fracdiff-1.5_1-r40hb2931de_1.tar.bz2  3 years and 10 months ago 48 main
conda 118.4 kB | win-64/r-fracdiff-1.5_1-r41h7af7814_1.tar.bz2  3 years and 10 months ago 936 main
conda 117.2 kB | osx-64/r-fracdiff-1.5_1-r41heebf21a_1.tar.bz2  3 years and 10 months ago 174 main
conda 117.1 kB | osx-64/r-fracdiff-1.5_1-r40heebf21a_1.tar.bz2  3 years and 10 months ago 154 main
conda 117.1 kB | linux-64/r-fracdiff-1.5_1-r40hbfbffee_1.tar.bz2  3 years and 10 months ago 6225 main
conda 117.1 kB | linux-64/r-fracdiff-1.5_1-r41hbfbffee_1.tar.bz2  3 years and 10 months ago 7954 main
conda 121.1 kB | linux-aarch64/r-fracdiff-1.5_1-r36hc57f18f_1.tar.bz2  4 years and 11 months ago 1975 main
conda 120.8 kB | linux-aarch64/r-fracdiff-1.5_1-r40hc57f18f_1.tar.bz2  4 years and 11 months ago 97 main
conda 126.0 kB | win-64/r-fracdiff-1.5_1-r40h4dd0083_1.tar.bz2  4 years and 11 months ago 1084 main
conda 126.5 kB | win-64/r-fracdiff-1.5_1-r36h4dd0083_1.tar.bz2  4 years and 11 months ago 1269 main
conda 126.3 kB | linux-ppc64le/r-fracdiff-1.5_1-r40h3a97b6e_1.tar.bz2  4 years and 11 months ago 48 main
conda 126.7 kB | linux-ppc64le/r-fracdiff-1.5_1-r36h3a97b6e_1.tar.bz2  4 years and 11 months ago 1117 main
conda 115.7 kB | osx-64/r-fracdiff-1.5_1-r36h39f91c9_1.tar.bz2  4 years and 11 months ago 387 main
conda 115.3 kB | osx-64/r-fracdiff-1.5_1-r40h39f91c9_1.tar.bz2  4 years and 11 months ago 389 main
conda 115.9 kB | linux-64/r-fracdiff-1.5_1-r40hc57f18f_1.tar.bz2  4 years and 11 months ago 10007 main
conda 116.2 kB | linux-64/r-fracdiff-1.5_1-r36hc57f18f_1.tar.bz2  4 years and 11 months ago 14474 main
conda 126.7 kB | linux-ppc64le/r-fracdiff-1.5_1-r36h3a97b6e_0.tar.bz2  4 years and 11 months ago 62 main
conda 121.1 kB | linux-aarch64/r-fracdiff-1.5_1-r36hc57f18f_0.tar.bz2  4 years and 11 months ago 79 main
conda 126.4 kB | win-64/r-fracdiff-1.5_1-r36h4dd0083_0.tar.bz2  5 years and 5 days ago 1016 main
conda 115.5 kB | osx-64/r-fracdiff-1.5_1-r36h39f91c9_0.tar.bz2  5 years and 5 days ago 338 main
conda 125.4 kB | win-64/r-fracdiff-1.5_1-r35h4dd0083_0.tar.bz2  5 years and 5 days ago 1041 main
conda 114.9 kB | osx-64/r-fracdiff-1.5_1-r35h39f91c9_0.tar.bz2  5 years and 5 days ago 351 main
conda 116.2 kB | linux-64/r-fracdiff-1.5_1-r36hc57f18f_0.tar.bz2  5 years and 5 days ago 3959 main
conda 115.5 kB | linux-64/r-fracdiff-1.5_1-r35hc57f18f_0.tar.bz2  5 years and 5 days ago 11118 main
conda 126.4 kB | win-64/r-fracdiff-1.5_1-r36hda5aaf8_0.tar.bz2  5 years and 2 months ago 1124 main cf202003

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