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.
|Author||JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]|
|Maintainer||JQ Veenstra <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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