Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
| Version: | 1.4-2 |
| Suggests: | longmemo, urca |
| Published: | 2012-12-02 |
| Author: | S original by Chris Fraley, U.Washington, Seattle. R port by Fritz Leisch at TU Wien; since 2003-12: Martin Maechler; fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte. |
| Maintainer: | Martin Maechler <maechler at stat.math.ethz.ch> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README ChangeLog |
| In views: | Finance, TimeSeries |
| CRAN checks: | fracdiff results |
| Reference manual: | fracdiff.pdf |
| Package source: | fracdiff_1.4-2.tar.gz |
| Windows binaries: | r-devel: fracdiff_1.4-2.zip, r-release: fracdiff_1.4-2.zip, r-oldrel: fracdiff_1.4-2.zip |
| OS X Snow Leopard binaries: | r-release: fracdiff_1.4-2.tgz, r-oldrel: fracdiff_1.4-2.tgz |
| OS X Mavericks binaries: | r-release: fracdiff_1.4-2.tgz |
| Old sources: | fracdiff archive |
| Reverse imports: | forecast |
| Reverse suggests: | mwaved |
| Reverse enhances: | longmemo |