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: | 1.3-4 |
| Depends: | R (≥ 2.14.0), ltsa |
| Imports: | parallel |
| Published: | 2015-12-31 |
| Author: | Justin Q. Veenstra [aut, cre], A.I. McLeod [aut] |
| Maintainer: | Justin Q. Veenstra <justin.veenstra at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | arfima citation info |
| In views: | TimeSeries |
| CRAN checks: | arfima results |
| Reference manual: | arfima.pdf |
| Package source: | arfima_1.3-4.tar.gz |
| Windows binaries: | r-devel: arfima_1.3-4.zip, r-release: arfima_1.3-4.zip, r-oldrel: arfima_1.3-4.zip |
| OS X Mavericks binaries: | r-release: arfima_1.3-4.tgz, r-oldrel: arfima_1.3-4.tgz |
| Old sources: | arfima archive |
Please use the canonical form https://CRAN.R-project.org/package=arfima to link to this page.