Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting simulation) are used.
| Version: | 1.2-5 |
| Depends: | R (≥ 2.14.0), ltsa, parallel |
| Published: | 2013-04-03 |
| Author: | Justin Q. Veenstra, A.I. McLeod |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL (≥ 2) |
| NeedsCompilation: | yes |
| Citation: | arfima citation info |
| In views: | TimeSeries |
| CRAN checks: | arfima results |
| Package source: | arfima_1.2-5.tar.gz |
| MacOS X binary: | arfima_1.2-5.tgz |
| Windows binary: | arfima_1.2-5.zip |
| Reference manual: | arfima.pdf |
| Old sources: | arfima archive |