Man pages for fracdiff
Fractionally differenced ARIMA aka ARFIMA(p,d,q) models

confint.fracdiffConfidence Intervals for Fracdiff Model Parameters
diffseriesFractionally Differenciate Data
fdGPHGeweke and Porter-Hudak Estimator for ARFIMA(p,d,q)
fd-methodsMany Methods for "fracdiff" Objects
fdSperioSperio Estimate for 'd' in ARFIMA(p,d,q)
fracdiffML Estimates for Fractionally-Differenced ARIMA (p,d,q)...
fracdiff.simSimulate fractional ARIMA Time Series
fracdiff.varRecompute Covariance Estimate for fracdiff
fracdiff documentation built on May 1, 2019, 8:53 p.m.