arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling

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. Bug reports should be done via GitHub (at <https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.

Version: 1.6-2
Depends: R (≥ 3.0.0), ltsa
Imports: parallel
Published: 2017-08-15
Author: JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Maintainer: JQ (Justin) Veenstra <jqveenstra at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Citation: arfima citation info
Materials: README
In views: TimeSeries
CRAN checks: arfima results

Downloads:

Reference manual: arfima.pdf
Package source: arfima_1.6-2.tar.gz
Windows binaries: r-devel: arfima_1.6-2.zip, r-release: arfima_1.6-2.zip, r-oldrel: arfima_1.6-2.zip
OS X El Capitan binaries: r-release: arfima_1.6-2.tgz
OS X Mavericks binaries: r-oldrel: arfima_1.6-2.tgz
Old sources: arfima archive

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