arfima (1.3-4)

0 users

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

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

License: GPL (>= 2)

Uses: ltsa

Released over 1 year ago.

6 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of arfima yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fArma, fGarch, fNonlinear, fame, fracdiff, fractal(20 best matches, based on common tags.)

Search for arfima on google, google scholar, r-help, r-devel.

Visit arfima on R Graphical Manual.