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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 85.1 kB | win-32/r-fracdiff-1.4_2-r3.2.4_0.tar.bz2  5 years and 7 months ago 18 main
conda 110.6 kB | osx-64/r-fracdiff-1.4_2-r36h46e59ec_4.tar.bz2  5 years and 7 months ago 142 main
conda 103.4 kB | osx-64/r-fracdiff-1.4_2-r351h6402f54_4.tar.bz2  5 years and 7 months ago 38 main
conda 103.3 kB | osx-64/r-fracdiff-1.4_2-r350h459e2dc_4.tar.bz2  5 years and 7 months ago 38 main
conda 82.4 kB | osx-64/r-fracdiff-1.4_2-r343h7f474d2_4.tar.bz2  5 years and 7 months ago 46 main
conda 82.4 kB | osx-64/r-fracdiff-1.4_2-r342hf214a31_4.tar.bz2  5 years and 7 months ago 43 main
conda 82.6 kB | osx-64/r-fracdiff-1.4_2-r342hed86153_2.tar.bz2  5 years and 7 months ago 35 main
conda 76.9 kB | osx-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  5 years and 7 months ago 37 main
conda 75.8 kB | osx-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  5 years and 7 months ago 40 main
conda 73.1 kB | osx-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  5 years and 7 months ago 68 main
conda 72.6 kB | osx-64/r-fracdiff-1.4_2-r3.2.2_1a.tar.bz2  5 years and 7 months ago 40 main
conda 72.9 kB | osx-64/r-fracdiff-1.4_2-r3.2.2_1.tar.bz2  5 years and 7 months ago 35 main
conda 72.6 kB | osx-64/r-fracdiff-1.4_2-r3.2.1_1a.tar.bz2  5 years and 7 months ago 42 main
conda 72.9 kB | osx-64/r-fracdiff-1.4_2-r3.2.1_1.tar.bz2  5 years and 7 months ago 37 main
conda 72.6 kB | osx-64/r-fracdiff-1.4_2-r3.2.0_1a.tar.bz2  5 years and 7 months ago 37 main
conda 72.8 kB | osx-64/r-fracdiff-1.4_2-r3.2.0_1.tar.bz2  5 years and 7 months ago 33 main
conda 109.5 kB | linux-64/r-fracdiff-1.4_2-r36h96ca727_4.tar.bz2  5 years and 7 months ago 7502 main
conda 101.7 kB | linux-64/r-fracdiff-1.4_2-r350hb353451_4.tar.bz2  5 years and 7 months ago 1806 main
conda 101.9 kB | linux-64/r-fracdiff-1.4_2-r351h96ca727_4.tar.bz2  5 years and 7 months ago 147 main
conda 81.0 kB | linux-64/r-fracdiff-1.4_2-r343h086d26f_4.tar.bz2  5 years and 7 months ago 104 main
conda 81.0 kB | linux-64/r-fracdiff-1.4_2-r342hcc6f566_4.tar.bz2  5 years and 7 months ago 84 main
conda 81.1 kB | linux-64/r-fracdiff-1.4_2-r342hcc6f566_2.tar.bz2  5 years and 7 months ago 87 main
conda 77.4 kB | linux-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  5 years and 7 months ago 94 main
conda 75.8 kB | linux-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  5 years and 7 months ago 79 main
conda 73.2 kB | linux-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  5 years and 7 months ago 85 main
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