fracdiff

cranv1.5-4

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); including inference and basic methods. Some alternative algorithms to estimate "H".

License GPL (>= 2)0 versions1 maintainers1 deps96,765 weekly dl
mmaechler/fracdiff
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First published · 2026-04-28 07:55:48

Last updated · 2026-04-28T04:10:14+00:00