Fractionally differenced ARIMA aka ARFIMA(p,d,q) models CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) CRAN Task View: TimeSeries (http://CRAN.R-project.org/view=TimeSeries) Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989). Software Suggests: longmemo, urca Martin Maechler <maechler@stat.math.ethz.ch> S original by Chris Fraley, U.Washington, Seattle. R port by Fritz Leisch at TU-Wien; since 2003-12: Martin Maechler; fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte. GPL (>= 2) 2012-03-22 application/tgz http://CRAN.R-project.org/package=fracdiff