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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| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
|---|
osx-64/r-fracdiff-1.5_1-r36h45397ce_0.tar.bz2 | conda | 1.5_1 | osx-64 | main | May 9, 2023, 10:40 AM | 122.21 KB | 2 | |
osx-64/r-fracdiff-1.5_1-r36h45397ce_0.conda | conda | 1.5_1 | osx-64 | main | May 9, 2023, 10:40 AM | 120.64 KB | 4 | |
linux-64/r-fracdiff-1.5_1-r36hf530cb8_0.tar.bz2 | conda | 1.5_1 | linux-64 | main | May 9, 2023, 10:39 AM | 116.02 KB | 3 | |
linux-64/r-fracdiff-1.5_1-r36hf530cb8_0.conda | conda | 1.5_1 | linux-64 | main | May 9, 2023, 10:39 AM | 116.14 KB | 9 |