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: 1.2-6
Depends: R (≥ 2.14.0)
Imports: ltsa, parallel
Published: 2014-07-01
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_1.2-6.tar.gz
Windows binaries: r-devel: arfima_1.2-6.zip, r-release: arfima_1.2-6.zip, r-oldrel: arfima_1.2-6.zip
OS X Snow Leopard binaries: r-release: arfima_1.2-6.tgz, r-oldrel: arfima_1.2-6.tgz
OS X Mavericks binaries: r-release: arfima_1.2-6.tgz
Old sources: arfima archive