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[ Source: r-cran-fracdiff  ]

Package: r-cran-fracdiff (1.5-3-1 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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Download for all available architectures
Architecture Version Package Size Installed Size Files
amd64 1.5-3-1 107.3 kB176.0 kB [list of files]
arm64 1.5-3-1+b1 107.3 kB198.0 kB [list of files]
armel 1.5-3-1 108.6 kB180.0 kB [list of files]
armhf 1.5-3-1 103.7 kB160.0 kB [list of files]
i386 1.5-3-1 110.7 kB192.0 kB [list of files]
mips64el 1.5-3-1 106.9 kB197.0 kB [list of files]
ppc64el 1.5-3-1 109.9 kB196.0 kB [list of files]
riscv64 1.5-3-1 107.0 kB164.0 kB [list of files]
s390x 1.5-3-1 112.1 kB184.0 kB [list of files]