JQVeenstra/arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling
Version 1.6-8

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 ), 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 <[email protected]>
LicenseMIT + file LICENSE
Version1.6-8
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("JQVeenstra/arfima")
JQVeenstra/arfima documentation built on Sept. 27, 2018, 10:27 p.m.