arfima (1.4-0)

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Fractional ARIMA (and Other Long Memory) Time Series Modeling.

http://cran.r-project.org/web/packages/arfima

Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting, simulation) are used.

Maintainer: JQ (Justin) Veenstra
Author(s): JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]

License: MIT + file LICENSE

Uses: ltsa

Released 7 days ago.


7 previous versions

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