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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 days ago 191 main
conda 115.5 kB | linux-64/r-fracdiff-1.5_1-r42h76d94ec_0.tar.bz2  2 years and 6 months ago 732 main
conda 119.7 kB | win-64/r-fracdiff-1.4_2-r36h6115d3f_4.tar.bz2  4 years and 10 months ago 300 main
conda 112.8 kB | win-64/r-fracdiff-1.4_2-r351h6f4ce42_4.tar.bz2  4 years and 10 months ago 79 main
conda 91.9 kB | win-64/r-fracdiff-1.4_2-r343h889e2dd_4.tar.bz2  4 years and 10 months ago 80 main
conda 92.3 kB | win-64/r-fracdiff-1.4_2-r342h6d9ea0e_4.tar.bz2  4 years and 10 months ago 76 main
conda 95.3 kB | win-64/r-fracdiff-1.4_2-r342h6d9ea0e_2.tar.bz2  4 years and 10 months ago 84 main
conda 92.5 kB | win-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  4 years and 10 months ago 80 main
conda 90.8 kB | win-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  4 years and 10 months ago 92 main
conda 87.1 kB | win-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  4 years and 10 months ago 83 main
conda 87.3 kB | win-64/r-fracdiff-1.4_2-r3.3.0_2.tar.bz2  4 years and 10 months ago 81 main
conda 87.0 kB | win-64/r-fracdiff-1.4_2-r3.2.4_0.tar.bz2  4 years and 10 months ago 85 main
conda 86.9 kB | win-64/r-fracdiff-1.4_2-r3.2.4_2.tar.bz2  4 years and 10 months ago 85 main
conda 135.2 kB | win-64/r-fracdiff-1.4_2-mro351_0.tar.bz2  4 years and 10 months ago 80 main
conda 113.0 kB | win-64/r-fracdiff-1.4_2-mro343h889e2dd_0.tar.bz2  4 years and 10 months ago 86 main
conda 117.8 kB | win-32/r-fracdiff-1.4_2-r36h6115d3f_4.tar.bz2  4 years and 10 months ago 16 main
conda 110.9 kB | win-32/r-fracdiff-1.4_2-r351h6f4ce42_4.tar.bz2  4 years and 10 months ago 13 main
conda 90.2 kB | win-32/r-fracdiff-1.4_2-r343h889e2dd_4.tar.bz2  4 years and 10 months ago 15 main
conda 90.5 kB | win-32/r-fracdiff-1.4_2-r342hc7f6d0a_4.tar.bz2  4 years and 10 months ago 13 main
conda 90.7 kB | win-32/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  4 years and 10 months ago 15 main
conda 90.8 kB | win-32/r-fracdiff-1.4_2-r342hc7f6d0a_2.tar.bz2  4 years and 10 months ago 15 main
conda 89.0 kB | win-32/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  4 years and 10 months ago 19 main
conda 85.2 kB | win-32/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  4 years and 10 months ago 13 main
conda 85.4 kB | win-32/r-fracdiff-1.4_2-r3.3.0_2.tar.bz2  4 years and 10 months ago 13 main
conda 85.1 kB | win-32/r-fracdiff-1.4_2-r3.2.4_2.tar.bz2  4 years and 10 months ago 11 main
conda 85.1 kB | win-32/r-fracdiff-1.4_2-r3.2.4_0.tar.bz2  4 years and 10 months ago 12 main
conda 110.6 kB | osx-64/r-fracdiff-1.4_2-r36h46e59ec_4.tar.bz2  4 years and 10 months ago 130 main
conda 103.4 kB | osx-64/r-fracdiff-1.4_2-r351h6402f54_4.tar.bz2  4 years and 10 months ago 26 main
conda 103.3 kB | osx-64/r-fracdiff-1.4_2-r350h459e2dc_4.tar.bz2  4 years and 10 months ago 26 main
conda 82.4 kB | osx-64/r-fracdiff-1.4_2-r343h7f474d2_4.tar.bz2  4 years and 10 months ago 32 main
conda 82.4 kB | osx-64/r-fracdiff-1.4_2-r342hf214a31_4.tar.bz2  4 years and 10 months ago 29 main
conda 82.6 kB | osx-64/r-fracdiff-1.4_2-r342hed86153_2.tar.bz2  4 years and 10 months ago 24 main
conda 76.9 kB | osx-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  4 years and 10 months ago 23 main
conda 75.8 kB | osx-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  4 years and 10 months ago 27 main
conda 73.1 kB | osx-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  4 years and 10 months ago 56 main
conda 72.6 kB | osx-64/r-fracdiff-1.4_2-r3.2.2_1a.tar.bz2  4 years and 10 months ago 26 main
conda 72.9 kB | osx-64/r-fracdiff-1.4_2-r3.2.2_1.tar.bz2  4 years and 10 months ago 23 main
conda 72.6 kB | osx-64/r-fracdiff-1.4_2-r3.2.1_1a.tar.bz2  4 years and 10 months ago 29 main
conda 72.9 kB | osx-64/r-fracdiff-1.4_2-r3.2.1_1.tar.bz2  4 years and 10 months ago 23 main
conda 72.6 kB | osx-64/r-fracdiff-1.4_2-r3.2.0_1a.tar.bz2  4 years and 10 months ago 24 main
conda 72.8 kB | osx-64/r-fracdiff-1.4_2-r3.2.0_1.tar.bz2  4 years and 10 months ago 22 main
conda 109.5 kB | linux-64/r-fracdiff-1.4_2-r36h96ca727_4.tar.bz2  4 years and 10 months ago 7469 main
conda 101.7 kB | linux-64/r-fracdiff-1.4_2-r350hb353451_4.tar.bz2  4 years and 10 months ago 1788 main
conda 101.9 kB | linux-64/r-fracdiff-1.4_2-r351h96ca727_4.tar.bz2  4 years and 10 months ago 128 main
conda 81.0 kB | linux-64/r-fracdiff-1.4_2-r343h086d26f_4.tar.bz2  4 years and 10 months ago 86 main
conda 81.0 kB | linux-64/r-fracdiff-1.4_2-r342hcc6f566_4.tar.bz2  4 years and 10 months ago 67 main
conda 81.1 kB | linux-64/r-fracdiff-1.4_2-r342hcc6f566_2.tar.bz2  4 years and 10 months ago 68 main
conda 77.4 kB | linux-64/r-fracdiff-1.4_2-r3.4.1_2.tar.bz2  4 years and 10 months ago 77 main
conda 75.8 kB | linux-64/r-fracdiff-1.4_2-r3.3.2_2.tar.bz2  4 years and 10 months ago 65 main
conda 73.2 kB | linux-64/r-fracdiff-1.4_2-r3.3.1_2.tar.bz2  4 years and 10 months ago 71 main
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