arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

CRAN Package

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. Bug reports should be done via GitHub (at ), where the development version of this package lives; it can be installed using devtools.

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  • Depends2 packages
  • Imports1 package
  • Reverse Imports1 package
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