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).
Information Last Updated
Mar 25, 2025 at 16:21
License
GPL (>= 2)
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44
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macOS 64 Version: 1.4_2