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).
$
pkg install R-cran-fracdiffOrigin
math/R-cran-fracdiff
Size
163KiB
License
GPLv2+
Maintainer
ports@FreeBSD.org
Dependencies
2 packages
Required by
1 packages