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r / packages / r-fracdiff

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".

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Type Size Name Uploaded Downloads Labels
conda 115.9 kB | linux-64/r-fracdiff-1.5_2-r43h76d94ec_0.tar.bz2  1 year and 4 months ago 349 main
conda 115.5 kB | linux-64/r-fracdiff-1.5_1-r42h76d94ec_0.tar.bz2  2 years and 11 months ago 746 main
conda 119.7 kB | win-64/r-fracdiff-1.4_2-r36h6115d3f_4.tar.bz2  5 years and 3 months ago 351 main
conda 112.8 kB | win-64/r-fracdiff-1.4_2-r351h6f4ce42_4.tar.bz2  5 years and 3 months ago 83 main
conda 91.9 kB | win-64/r-fracdiff-1.4_2-r343h889e2dd_4.tar.bz2  5 years and 3 months ago 88 main
conda 92.3 kB | win-64/r-fracdiff-1.4_2-r342h6d9ea0e_4.tar.bz2  5 years and 3 months ago 83 main
conda 95.3 kB | win-64/r-fracdiff-1.4_2-r342h6d9ea0e_2.tar.bz2  5 years and 3 months ago 91 main
conda 92.5 kB | win-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  5 years and 3 months ago 86 main
conda 90.8 kB | win-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  5 years and 3 months ago 99 main
conda 87.1 kB | win-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  5 years and 3 months ago 89 main
conda 87.3 kB | win-64/r-fracdiff-1.4_2-r3.3.0_2.tar.bz2  5 years and 3 months ago 89 main
conda 87.0 kB | win-64/r-fracdiff-1.4_2-r3.2.4_0.tar.bz2  5 years and 3 months ago 92 main
conda 86.9 kB | win-64/r-fracdiff-1.4_2-r3.2.4_2.tar.bz2  5 years and 3 months ago 92 main
conda 135.2 kB | win-64/r-fracdiff-1.4_2-mro351_0.tar.bz2  5 years and 3 months ago 87 main
conda 113.0 kB | win-64/r-fracdiff-1.4_2-mro343h889e2dd_0.tar.bz2  5 years and 3 months ago 94 main
conda 117.8 kB | win-32/r-fracdiff-1.4_2-r36h6115d3f_4.tar.bz2  5 years and 3 months ago 20 main
conda 110.9 kB | win-32/r-fracdiff-1.4_2-r351h6f4ce42_4.tar.bz2  5 years and 3 months ago 16 main
conda 90.2 kB | win-32/r-fracdiff-1.4_2-r343h889e2dd_4.tar.bz2  5 years and 3 months ago 19 main
conda 90.5 kB | win-32/r-fracdiff-1.4_2-r342hc7f6d0a_4.tar.bz2  5 years and 3 months ago 18 main
conda 90.7 kB | win-32/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  5 years and 3 months ago 21 main
conda 90.8 kB | win-32/r-fracdiff-1.4_2-r342hc7f6d0a_2.tar.bz2  5 years and 3 months ago 20 main
conda 89.0 kB | win-32/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  5 years and 3 months ago 23 main
conda 85.2 kB | win-32/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  5 years and 3 months ago 17 main
conda 85.4 kB | win-32/r-fracdiff-1.4_2-r3.3.0_2.tar.bz2  5 years and 3 months ago 17 main
conda 85.1 kB | win-32/r-fracdiff-1.4_2-r3.2.4_2.tar.bz2  5 years and 3 months ago 16 main
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