Package: fracdiff 1.5-4

fracdiff: 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); including inference and basic methods. Some alternative algorithms to estimate "H".

Authors:Martin Maechler [aut, cre], Chris Fraley [ctb, cph], Friedrich Leisch [ctb], Valderio Reisen [ctb], Artur Lemonte [ctb], Rob Hyndman [ctb]

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fracdiff.pdf |fracdiff.html✨
fracdiff/json (API)

# Install 'fracdiff' in R:
install.packages('fracdiff', repos = c('https://mmaechler.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mmaechler/fracdiff/issues

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

Conda:

openblas

11.00 score 21 stars 1.3k packages 361 scripts 343k downloads 7 exports 0 dependencies

Last updated from:beadf14977. Checks:13 OK. Indexed: yes.

TargetResultTotal timeArtifact
linux-devel-arm64OK108
linux-devel-x86_64OK100
source / vignettesOK158
linux-release-arm64OK104
linux-release-x86_64OK119
macos-devel-arm64OK80
macos-devel-x86_64OK209
macos-release-arm64OK105
macos-release-x86_64OK171
windows-develOK91
windows-releaseOK74
windows-oldrelOK80
wasm-releaseOK94

Exports:confint.fracdiffdiffseriesfdGPHfdSperiofracdifffracdiff.simfracdiff.var

Dependencies:

Image

  • Image