arfima: Fractional ARIMA 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.

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 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: arfima citation info
In views: TimeSeries
CRAN checks: arfima results

Downloads:

Reference manual: arfima.pdf
Package source: arfima_1.2-5.tar.gz
MacOS X binary: arfima_1.2-5.tgz
Windows binary: arfima_1.2-5.zip
Old sources: arfima archive