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| Label | Latest Version |
|---|---|
| main | 1.4_2 |
| cf201901 | 1.4_2 |
| cf202003 | 1.4_2 |
| gcc7 | 1.4_2 |
