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[ Source: r-cran-fracdiff  ]

Package: r-cran-fracdiff (1.5-1-1 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 r-cran-fracdiff

Download for all available architectures
Architecture Version Package Size Installed Size Files
amd64 1.5-1-1+b1 107.4 kB178.0 kB [list of files]
arm64 1.5-1-1+b1 105.4 kB169.0 kB [list of files]
armel 1.5-1-1+b1 108.9 kB181.0 kB [list of files]
armhf 1.5-1-1+b1 103.9 kB161.0 kB [list of files]
i386 1.5-1-1+b1 106.7 kB177.0 kB [list of files]
mips64el 1.5-1-1+b1 106.8 kB174.0 kB [list of files]
mipsel 1.5-1-1+b1 107.2 kB174.0 kB [list of files]
ppc64el 1.5-1-1+b1 109.0 kB197.0 kB [list of files]
s390x 1.5-1-1+b1 105.6 kB177.0 kB [list of files]