arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling
Version 1.4-0

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.

Package details

AuthorJQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Date of publication2017-06-20 19:13:50 UTC
MaintainerJQ (Justin) Veenstra <jqveenstra@gmail.com>
LicenseMIT + file LICENSE
Version1.4-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("arfima")

Try the arfima package in your browser

Any scripts or data that you put into this service are public.

arfima documentation built on June 21, 2017, 1:02 a.m.