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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 120.7 kB | linux-ppc64le/r-fracdiff-1.5_3-r44hdfbd42b_1.conda  8 months and 26 days ago 133 main
conda 119.3 kB | linux-ppc64le/r-fracdiff-1.5_3-r43hdfbd42b_1.conda  8 months and 26 days ago 135 main
conda 112.2 kB | win-64/r-fracdiff-1.5_3-r44h4f1814f_1.conda  8 months and 26 days ago 323 main
conda 110.9 kB | win-64/r-fracdiff-1.5_3-r43h4f1814f_1.conda  8 months and 26 days ago 299 main
conda 111.4 kB | osx-arm64/r-fracdiff-1.5_3-r44h2a8036b_1.conda  8 months and 26 days ago 232 main
conda 114.7 kB | osx-64/r-fracdiff-1.5_3-r44h91fd4e4_1.conda  8 months and 26 days ago 226 main
conda 109.5 kB | osx-arm64/r-fracdiff-1.5_3-r43h2a8036b_1.conda  8 months and 26 days ago 240 main
conda 113.5 kB | osx-64/r-fracdiff-1.5_3-r43h91fd4e4_1.conda  8 months and 26 days ago 239 main
conda 114.7 kB | linux-aarch64/r-fracdiff-1.5_3-r44h7ec8b4a_1.conda  8 months and 26 days ago 433 main
conda 113.4 kB | linux-64/r-fracdiff-1.5_3-r44h5ac96c0_1.conda  8 months and 26 days ago 3630 main
conda 113.0 kB | linux-aarch64/r-fracdiff-1.5_3-r43h7ec8b4a_1.conda  8 months and 26 days ago 579 main
conda 112.2 kB | linux-64/r-fracdiff-1.5_3-r43h5ac96c0_1.conda  8 months and 26 days ago 9005 main
conda 119.0 kB | linux-ppc64le/r-fracdiff-1.5_3-r43h8ac44de_0.conda  1 year and 2 months ago 129 main
conda 119.5 kB | linux-ppc64le/r-fracdiff-1.5_3-r42h8ac44de_0.conda  1 year and 2 months ago 131 main
conda 114.3 kB | win-64/r-fracdiff-1.5_3-r41h9b904b5_0.conda  1 year and 2 months ago 469 main
conda 109.7 kB | osx-arm64/r-fracdiff-1.5_3-r42he71bfad_0.conda  1 year and 2 months ago 228 main
conda 113.1 kB | osx-64/r-fracdiff-1.5_3-r43h13febce_0.conda  1 year and 2 months ago 248 main
conda 113.2 kB | osx-64/r-fracdiff-1.5_3-r42h13febce_0.conda  1 year and 2 months ago 214 main
conda 109.6 kB | osx-arm64/r-fracdiff-1.5_3-r43he71bfad_0.conda  1 year and 2 months ago 239 main
conda 113.0 kB | linux-aarch64/r-fracdiff-1.5_3-r42h1c7b548_0.conda  1 year and 2 months ago 171 main
conda 113.5 kB | linux-aarch64/r-fracdiff-1.5_3-r43h1c7b548_0.conda  1 year and 2 months ago 430 main
conda 112.2 kB | linux-64/r-fracdiff-1.5_3-r43h1df0287_0.conda  1 year and 2 months ago 6584 main
conda 112.1 kB | linux-64/r-fracdiff-1.5_3-r42h1df0287_0.conda  1 year and 2 months ago 4317 main

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