Fractional ARIMA (and Other Long Memory) Time Series Modeling

AIC.arfima | Information criteria for 'arfima' objects |

arfima | Fit ARFIMA, ARIMA-FGN, and ARIMA-PLA (multi-start) models |

arfima0 | Exact MLE for ARFIMA |

arfimachanges | Prints changes to the package since the last update. Started... |

arfima-package | Simulates, fits, and predicts persistent and anti-persistent... |

arfima.sim | Simulate an ARFIMA time series. |

ARToPacf | Converts AR/MA coefficients from operator space to the PACF... |

bestModes | Finds the best modes of an 'arfima' fit. |

coef.arfima | Extract Model Coefficients |

distance | The distance between modes of an 'arfima' fit. |

fitted.arfima | Extract Model Fitted Values |

iARFIMA | The Fisher information matrix of an ARFIMA process |

IdentInvertQ | Checks invertibility, stationarity, and identifiability of a... |

lARFIMA | Exact log-likelihood of a long memory model |

lARFIMAwTF | Exact log-likelihood of a long memory model with a transfer... |

logLik.arfima | Extract Log-Likelihood Values |

PacfToAR | Converts AR/MA coefficients from the PACF space to operator... |

plot.predarfima | Plots the original time series, the predictions, and the... |

plot.tacvf | Plots the output from a call to 'tacvf' |

predict.arfima | Predicts from a fitted object. |

print.arfima | Prints a Fitted Object |

print.predarfima | Prints predictions and prediction intervals |

print.summary.arfima | Prints the output of a call to 'summary' on an 'arfima'... |

print.tacvf | Prints a tacvf object. |

removeMode | Removes a mode from an 'arfima' fit. |

residuals.arfima | Extract the Residuals of a Fitted Object |

SeriesJ | Series J, Gas Furnace Data |

summary.arfima | Extensive Summary of an Object |

tacfplot | Plots the theoretical autocorralation functions (tacfs) of... |

tacvf | Extracts the tacvfs of a fitted object |

tacvfARFIMA | The theoretical autocovariance function of a long memory... |

tmpyr | Temperature Data |

vcov.arfima | Extracts the Variance-Covariance Matrix |

weed | Weeds out fits from a call to arfima that are too close to... |

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