r-fracdiff

condav1.5_3

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".

License GPL-2.0-or-later5 versions1 maintainers0 deps1,401 weekly dl
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safe to use

[email protected]_3 is safe to use (health: 52/100)

Health breakdown0 – 100
10/25
maintenance
6/20
popularity
25/25
security
9/15
maturity
2/15
community
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0
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First published · 2021-05-22 00:04:27.229000+00:00

Last updated · 2025-09-21 20:05:54.368000+00:00