afmtools: Estimation, Diagnostic and Forecasting Functions for ARFIMA models

A collection of estimation, forecasting and diagnostic tools for autoregressive fractionally integrated moving-average process (ARFIMA).

Version: 0.1.8
Depends: R (≥ 2.6.0), polynom, fracdiff, hypergeo, sandwich, longmemo
Published: 2012-12-28
Author: Javier E. Contreras-Reyes, Georg M. Goerg, Wilfredo Palma
Maintainer: Javier E. Contreras-Reyes <jecontrr at mat.puc.cl>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: afmtools citation info
In views: TimeSeries
CRAN checks: afmtools results

Downloads:

Package source: afmtools_0.1.8.tar.gz
MacOS X binary: afmtools_0.1.8.tgz
Windows binary: afmtools_0.1.8.zip
Reference manual: afmtools.pdf
Old sources: afmtools archive