arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling
Version 1.6-2

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 ), where the development version of this package lives; it can be installed using devtools.

Package details

AuthorJQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Date of publication2017-08-15 21:33:36 UTC
MaintainerJQ (Justin) Veenstra <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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arfima documentation built on Aug. 16, 2017, 1:04 a.m.