API for fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
| Global functions | |
|---|---|
| .fdcov | Source code |
| coef.fracdiff | Man page Source code |
| confint.fracdiff | Man page Source code |
| diffseries | Man page Source code |
| diffseries0 | Source code |
| fdGPH | Man page Source code |
| fdSperio | Man page Source code |
| fitted.fracdiff | Man page Source code |
| fracdiff | Man page Source code |
| fracdiff.sim | Man page Source code |
| fracdiff.var | Man page Source code |
| logLik.fracdiff | Man page Source code |
| paste0 | Source code |
| print.fracdiff | Man page Source code |
| print.summary.fracdiff | Man page Source code |
| residuals.fracdiff | Man page Source code |
| summary.fracdiff | Man page Source code |
| vcov.fracdiff | Man page Source code |
