Fractionally differenced ARIMA aka ARFIMA(P,d,q) models
This package provides tools for the maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); it includes inference and basic methods.
System | Target | Derivation | Build status |
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x86_64-linux | /gnu/store/q5h9gxlkn94672jpmwwrb0nlk50shp04-r-fracdiff-1.5-1.drv | ||
mips64el-linux | /gnu/store/dg6p4b5pbdj3xb31n4xpxnn6x7smcshb-r-fracdiff-1.5-1.drv | ||
i686-linux | /gnu/store/nhz62jlr2ifsnfz0ncq454gj3vf68smr-r-fracdiff-1.5-1.drv | ||
i586-gnu | /gnu/store/h150ybha02v1nmz2xc06bsh88ch7x2qy-r-fracdiff-1.5-1.drv | ||
armhf-linux | /gnu/store/brvk65aqyy22f1jbbfbkg4xcp9hvfbpa-r-fracdiff-1.5-1.drv | ||
aarch64-linux | /gnu/store/44wdbfdqx5rd6a7z3pbdngiwzzcgadmy-r-fracdiff-1.5-1.drv |
Linter | Message | Location |
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No lint warnings ✓ |