arfima: Fractional ARIMA Time Series Modeling
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.
| Version: |
1.2-7 |
| Depends: |
R (≥ 2.14.0) |
| Imports: |
ltsa, parallel |
| Published: |
2014-11-22 |
| Author: |
Justin Q. Veenstra, A.I. McLeod |
| Maintainer: |
A.I. McLeod <aimcleod at uwo.ca> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
arfima citation info |
| In views: |
TimeSeries |
| CRAN checks: |
arfima results |
Downloads: