r-fracdiff
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
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Summary
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
Last Updated
Feb 2, 2018 at 22:09
License
GPL (>= 2)
Total Downloads
12
Version Downloads
12
Supported Platforms
linux-64