fracARMA

cranv0.1.0

Fractionally Integrated ARMA Model. Implements fractional differencing with Autoregressive Moving Average models to analyse long-memory time series data. Traditional ARIMA models typically use integer values for differencing, which are suitable for time series with short memory or anti-persistent behaviour. In contrast, the Fraction

License GPL-3strong copyleft0 versions1 maintainers2 deps145 weekly dl
https://CRAN.R-project.org/package=fracARMA
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5/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
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forecastfracdiff
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First published · 2025-02-13 11:53:44

Last updated · 2025-02-13T10:20:02+00:00