arfima
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. Bug reports should be done via GitHub (https://github.com/JQVeenstra/arfima), where the development version of this package lives; it can be installed using devtools.
- Version1.8-2
- R versionR (≥ 3.0.0)
- LicenseMIT
- LicenseLICENSE
- Needs compilation?Yes
- arfima citation info
- Last release08/30/2025
Documentation
Team
JQ Veenstra
MaintainerShow author detailsJQ (Justin) Veenstra
Show author detailsRolesAuthor, MaintainerA.I. McLeod
Show author detailsRolesAuthor
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Dependencies
- Depends1 package
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