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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. Bug reports should be done via GitHub (at <https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.
Getting started
Browse package contents
Package details |
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| Author | JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut] |
| Maintainer | JQ Veenstra <jqveenstra@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.8-1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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