fracdiff
type: Item
swMATH work ID: 14688
instance of: R package
software version identifier: 1.5-2
software version identifier: 1.0-5
software version identifier: 1.0-6
software version identifier: 1.0-7
software version identifier: 1.0-8
software version identifier: 1.0-9
software version identifier: 1.1-0
software version identifier: 1.1-1
software version identifier: 1.1-2
software version identifier: 1.2-1
software version identifier: 1.2-2
software version identifier: 1.3-0
software version identifier: 1.3-1
software version identifier: 1.3-2
software version identifier: 1.4-0
software version identifier: 1.4-1
software version identifier: 1.4-2
software version identifier: 1.5-0
software version identifier: 1.5-1
software version identifier: 1.5-3
maintained by: Martin Maechler
CRAN project: fracdiff
programmed in: R
last update: 2024-02-01T00:00:00Z
description: Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
author: Martin Maechler
copyright license: GNU General Public License, version 2.0
copyright license: GNU General Public License, version 3.0
imports: stats
MaRDI profile type: Software
source code repository: fracdiff
description: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models