Language

Package: r-fracdiff @ 1.5-1

Synopsis

Fractionally differenced ARIMA aka ARFIMA(P,d,q) models

Description

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.

Home page
https://github.com/mmaechler/fracdiff
Location
gnu/packages/cran.scm (line: 20280, column: 2)
License

Lint warnings

LinterMessageLocation
No lint warnings