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.

Version: 1.3-4
Depends: R (≥ 2.14.0), ltsa
Imports: parallel
Published: 2015-12-31
Author: Justin Q. Veenstra [aut, cre], A.I. McLeod [aut]
Maintainer: Justin Q. Veenstra <justin.veenstra at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: arfima citation info
In views: TimeSeries
CRAN checks: arfima results


Reference manual: arfima.pdf
Package source: arfima_1.3-4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: arfima_1.3-4.tgz, r-oldrel: arfima_1.3-4.tgz
Old sources: arfima archive


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