Files in fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

MD5
ChangeLog
NAMESPACE
README
DESCRIPTION
TODO
R/fracdiff.R R/fd-methods.R R/fdGPH.R R/fdSperio.R R/diffseries.R
src/fdcore.c
src/Makevars
src/fdsim.c
src/fdgam.c
src/hess_comm.h
src/fdhess.c
src/maux_comm.h
src/init.c
src/pmult.c
src/mach_comm.h
src/gamm_comm.h
src/fdmin.c
src/fracdiff.h
build/partial.rdb
tests/sim-ex.R
tests/sim-ex.Rout.save
tests/Valderio-ex.R tests/ex-Vinod.R tests/sim-2.R
tests/ex.Rout.save
tests/Valderio-ex.Rout.save
tests/ex.R man/fdSperio.Rd man/fracdiff.var.Rd man/fracdiff.sim.Rd man/fracdiff.Rd man/confint.fracdiff.Rd man/fd-methods.Rd man/diffseries.Rd man/fdGPH.Rd
fracdiff documentation built on Nov. 1, 2022, 1:06 a.m.