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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 72.6 kB | linux-64/r-fracdiff-1.4_2-r3.2.2_1a.tar.bz2  4 years and 10 months ago 72 main
conda 72.9 kB | linux-64/r-fracdiff-1.4_2-r3.2.2_1.tar.bz2  4 years and 10 months ago 71 main
conda 72.6 kB | linux-64/r-fracdiff-1.4_2-r3.2.1_1a.tar.bz2  4 years and 10 months ago 75 main
conda 72.8 kB | linux-64/r-fracdiff-1.4_2-r3.2.1_1.tar.bz2  4 years and 10 months ago 65 main
conda 72.6 kB | linux-64/r-fracdiff-1.4_2-r3.2.0_1a.tar.bz2  4 years and 10 months ago 73 main
conda 72.8 kB | linux-64/r-fracdiff-1.4_2-r3.2.0_1.tar.bz2  4 years and 10 months ago 65 main
conda 102.6 kB | linux-64/r-fracdiff-1.4_2-mro351hd10c6a6_0.tar.bz2  4 years and 10 months ago 98 main
conda 101.9 kB | linux-64/r-fracdiff-1.4_2-mro350hbc2858b_0.tar.bz2  4 years and 10 months ago 85 main
conda 80.9 kB | linux-64/r-fracdiff-1.4_2-mro343h086d26f_0.tar.bz2  4 years and 10 months ago 73 main
conda 100.8 kB | linux-32/r-fracdiff-1.4_2-r350hb353451_4.tar.bz2  4 years and 10 months ago 25 main
conda 80.1 kB | linux-32/r-fracdiff-1.4_2-r343h086d26f_4.tar.bz2  4 years and 10 months ago 28 main
conda 79.9 kB | linux-32/r-fracdiff-1.4_2-r342hbf402c8_4.tar.bz2  4 years and 10 months ago 25 main
conda 80.0 kB | linux-32/r-fracdiff-1.4_2-r342hbf402c8_2.tar.bz2  4 years and 10 months ago 26 main
conda 71.9 kB | linux-32/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  4 years and 10 months ago 35 main
conda 70.8 kB | linux-32/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  4 years and 10 months ago 28 main
conda 68.3 kB | linux-32/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  4 years and 10 months ago 32 main
conda 67.8 kB | linux-32/r-fracdiff-1.4_2-r3.2.2_1a.tar.bz2  4 years and 10 months ago 29 main
conda 68.1 kB | linux-32/r-fracdiff-1.4_2-r3.2.2_1.tar.bz2  4 years and 10 months ago 29 main
conda 68.1 kB | linux-32/r-fracdiff-1.4_2-r3.2.1_1.tar.bz2  4 years and 10 months ago 25 main
conda 67.9 kB | linux-32/r-fracdiff-1.4_2-r3.2.1_1a.tar.bz2  4 years and 10 months ago 33 main
conda 67.8 kB | linux-32/r-fracdiff-1.4_2-r3.2.0_1a.tar.bz2  4 years and 10 months ago 31 main
conda 68.0 kB | linux-32/r-fracdiff-1.4_2-r3.2.0_1.tar.bz2  4 years and 10 months ago 24 main
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