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fracdiff (1.5-3)

Published 2026-02-24 13:47:13 +00:00 by atheaadmin

Installation

Setup this registry in your Rprofile.site file:

options("repos" = c(getOption("repos"), c(gitea="")))

To install the package, run the following command:

install.packages("fracdiff")

For more information on the CRAN registry, see the documentation.

About this package

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".Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

Dependencies

Imports	stats
Suggests	longmemo, forecast, urca

Details

CRAN

2026-02-24 13:47:13 +00:00

1

GPL (>= 2)

Martin Maechler

Chris Fraley

Friedrich Leisch (R port,

Project Site

57 KiB

Assets (1)

fracdiff_1.5-3.tar.gz 57 KiB

Versions (1) View all

1.5-3 2026-02-24