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 |

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