JQVeenstra/arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling

Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting, simulation) are used. Bug reports should be done via GitHub (at <https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.

Getting started

Package details

AuthorJQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
MaintainerJQ Veenstra <jqveenstra@gmail.com>
LicenseMIT + file LICENSE
Version1.7-0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("JQVeenstra/arfima")
JQVeenstra/arfima documentation built on May 7, 2019, 10:13 a.m.