arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling (original) (raw)
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.
Version: | 1.8-1 |
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Depends: | R (≥ 3.0.0), ltsa |
Imports: | parallel |
Published: | 2022-08-19 |
DOI: | 10.32614/CRAN.package.arfima |
Author: | JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut] |
Maintainer: | JQ Veenstra |
License: | MIT + file |
NeedsCompilation: | yes |
Citation: | arfima citation info |
Materials: | README |
In views: | TimeSeries |
CRAN checks: | arfima results |
Documentation:
Downloads:
Reverse dependencies:
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