Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
| Version: | 1.4-1 |
| Suggests: | longmemo, urca |
| Published: | 2012-03-22 |
| Author: | S original by Chris Fraley, U.Washington, Seattle. R port by Fritz Leisch at TU-Wien; since 2003-12: Martin Maechler; fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte. |
| Maintainer: | Martin Maechler <maechler at stat.math.ethz.ch> |
| License: | GPL (≥ 2) |
| In views: | Finance, TimeSeries |
| CRAN checks: | fracdiff results |
| Package source: | fracdiff_1.4-1.tar.gz |
| MacOS X binary: | fracdiff_1.4-1.tgz |
| Windows binary: | fracdiff_1.4-1.zip |
| Reference manual: | fracdiff.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | fracdiff archive |
| Reverse depends: | afmtools, forecast |
| Reverse enhances: | longmemo |