Man pages for fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
| confint.fracdiff | Confidence Intervals for Fracdiff Model Parameters |
| diffseries | Fractionally Differenciate Data |
| fdGPH | Geweke and Porter-Hudak Estimator for ARFIMA(p,d,q) |
| fd-methods | Many Methods for "fracdiff" Objects |
| fdSperio | Sperio Estimate for 'd' in ARFIMA(p,d,q) |
| fracdiff | ML Estimates for Fractionally-Differenced ARIMA (p,d,q)... |
| fracdiff.sim | Simulate fractional ARIMA Time Series |
| fracdiff.var | Recompute Covariance Estimate for fracdiff |
