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[ Source: r-cran-fracdiff  ]

Package: r-cran-fracdiff (1.5-1-1 and others)

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GNU R fractionally differenced ARIMA aka ARFIMA(p,d,q) models

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).

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Architecture Version Package Size Installed Size Files
armel 1.5-1-1+b1 108.9 kB181.0 kB [list of files]