{
  "_id": "6a59b45009eb0996dd68caa0",
  "Package": "fracdiff",
  "Version": "1.5-4",
  "VersionNote": "Released 1.5-3 on 2024-02-01, 1.5-2 on 2022-10-31, 1.5-1\non 2020-01-20",
  "Date": "2026-04-27",
  "Title": "Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models",
  "Authors@R": "c(person(\"Martin\",\"Maechler\", role=c(\"aut\",\"cre\"), email=\"maechler@stat.math.ethz.ch\",\ncomment = c(ORCID = \"0000-0002-8685-9910\"))\n, person(\"Chris\", \"Fraley\", role=c(\"ctb\",\"cph\"), comment = \"S original; Fortran code\")\n, person(\"Friedrich\", \"Leisch\", role = \"ctb\",\ncomment = c(\"R port\", ORCID = \"0000-0001-7278-1983\"))\n, person(\"Valderio\", \"Reisen\", role=\"ctb\", comment = \"fdGPH() & fdSperio()\")\n, person(\"Artur\",  \"Lemonte\",  role=\"ctb\", comment = \"fdGPH() & fdSperio()\")\n, person(\"Rob\", \"Hyndman\", email=\"Rob.Hyndman@monash.edu\", role=\"ctb\",\ncomment = c(\"residuals() & fitted()\", ORCID = \"0000-0002-2140-5352\"))\n)",
  "Description": "Maximum likelihood estimation of the parameters of a\nfractionally differenced ARIMA(p,d,q) model (Haslett and\nRaftery, Appl.Statistics, 1989); including inference and basic\nmethods.  Some alternative algorithms to estimate \"H\".",
  "License": "GPL (>= 2)",
  "URL": "https://github.com/mmaechler/fracdiff",
  "BugReports": "https://github.com/mmaechler/fracdiff/issues",
  "Encoding": "UTF-8",
  "NeedsCompilation": "yes",
  "Repository": "https://mmaechler.r-universe.dev",
  "Date/Publication": "2026-04-27 15:44:37 UTC",
  "RemoteUrl": "https://github.com/mmaechler/fracdiff",
  "RemoteRef": "HEAD",
  "RemoteSha": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
  "Packaged": {
    "Date": "2026-07-17 04:45:17 UTC",
    "User": "root"
  },
  "Author": "Martin Maechler [aut, cre] (ORCID:\n<https://orcid.org/0000-0002-8685-9910>),\nChris Fraley [ctb, cph] (S original; Fortran code),\nFriedrich Leisch [ctb] (R port, ORCID:\n<https://orcid.org/0000-0001-7278-1983>),\nValderio Reisen [ctb] (fdGPH() & fdSperio()),\nArtur Lemonte [ctb] (fdGPH() & fdSperio()),\nRob Hyndman [ctb] (residuals() & fitted(), ORCID:\n<https://orcid.org/0000-0002-2140-5352>)",
  "Maintainer": "Martin Maechler <maechler@stat.math.ethz.ch>",
  "_user": "mmaechler",
  "_type": "src",
  "_file": "fracdiff_1.5-4.tar.gz",
  "_fileid": "https://r2.ropensci.org/54e1af09e569c7b5b1ea2768a008cccec3b7c1df7b6c32d49a2203f33d9ecd24",
  "_filesize": 244818,
  "_sha256": "54e1af09e569c7b5b1ea2768a008cccec3b7c1df7b6c32d49a2203f33d9ecd24",
  "_expires": "2026-10-25T04:49:19.000Z",
  "_created": "2026-07-17T04:45:17.000Z",
  "_published": "2026-07-17T04:49:20.639Z",
  "_jobs": [
    {
      "job": 87806961612,
      "time": 123,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8397328734"
    },
    {
      "job": 87806961604,
      "time": 106,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8397324440"
    },
    {
      "job": 87806961659,
      "time": 120,
      "config": "linux-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8397328073"
    },
    {
      "job": 87806961642,
      "time": 141,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8397332401"
    },
    {
      "job": 87806961599,
      "time": 120,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8397327221"
    },
    {
      "job": 87806961580,
      "time": 161,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8397336648"
    },
    {
      "job": 87806961603,
      "time": 87,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8397320639"
    },
    {
      "job": 87806961595,
      "time": 203,
      "config": "macos-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8397345408"
    },
    {
      "job": 87806615849,
      "time": 181,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8397300535"
    },
    {
      "job": 87806961549,
      "time": 128,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "8397328813"
    },
    {
      "job": 87806961591,
      "time": 96,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8397322869"
    },
    {
      "job": 87806961600,
      "time": 75,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8397317907"
    },
    {
      "job": 87806961643,
      "time": 97,
      "config": "windows-release",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8397322929"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027",
  "_status": "success",
  "_upstream": "https://github.com/mmaechler/fracdiff",
  "_commit": {
    "id": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
    "author": "Martin Maechler <maechler@r-project.org>",
    "committer": "Martin Maechler <maechler@r-project.org>",
    "message": "IGNORE_RDIFF does not work in the way I hoped\n",
    "time": 1777304677
  },
  "_maintainer": {
    "name": "Martin Maechler",
    "email": "maechler@stat.math.ethz.ch",
    "login": "mmaechler",
    "mastodon": "@MMaechler@fosstodon.org",
    "linkedin": "in/martinmaechlereth",
    "orcid": "0000-0002-8685-9910",
    "twitter": "@MMaechler",
    "description": "Professor emeritus @ SfS, ETH Zurich.  \nR (#rstats) Core group member\nFollower of the Alpha and Omega",
    "uuid": 995722
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "longmemo",
      "role": "Suggests"
    },
    {
      "package": "forecast",
      "role": "Suggests"
    },
    {
      "package": "urca",
      "role": "Suggests"
    }
  ],
  "_owner": "mmaechler",
  "_selfowned": true,
  "_usedby": 1347,
  "_updates": [
    {
      "week": "2026-18",
      "n": 4
    }
  ],
  "_tags": [],
  "_stars": 21,
  "_contributors": [
    {
      "user": "mmaechler",
      "count": 237,
      "uuid": 995722
    }
  ],
  "_userbio": {
    "uuid": 995722,
    "type": "user",
    "name": "Martin Mächler",
    "followers": 259,
    "description": "Professor emeritus @ SfS, ETH Zurich.  \r\nR (#rstats) Core group member\r\nFollower of the Alpha and Omega"
  },
  "_downloads": {
    "count": 325758,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/fracdiff"
  },
  "_devurl": "https://github.com/mmaechler/fracdiff",
  "_searchresults": 536,
  "_topics": [
    "openblas"
  ],
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/fracdiff.html",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/mmaechler/fracdiff",
  "_realowner": "mmaechler",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1.0-5",
      "date": "1999-05-19"
    },
    {
      "version": "1.0-6",
      "date": "2001-05-15"
    },
    {
      "version": "1.0-7",
      "date": "2001-12-12"
    },
    {
      "version": "1.0-8",
      "date": "2002-07-03"
    },
    {
      "version": "1.0-9",
      "date": "2003-07-16"
    },
    {
      "version": "1.1-0",
      "date": "2003-12-30"
    },
    {
      "version": "1.1-1",
      "date": "2004-01-14"
    },
    {
      "version": "1.1-2",
      "date": "2005-06-22"
    },
    {
      "version": "1.2-1",
      "date": "2005-07-03"
    },
    {
      "version": "1.2-2",
      "date": "2005-07-20"
    },
    {
      "version": "1.3-0",
      "date": "2006-02-06"
    },
    {
      "version": "1.3-1",
      "date": "2006-09-08"
    },
    {
      "version": "1.3-2",
      "date": "2009-06-09"
    },
    {
      "version": "1.4-0",
      "date": "2011-08-09"
    },
    {
      "version": "1.4-1",
      "date": "2012-03-22"
    },
    {
      "version": "1.4-2",
      "date": "2012-12-02"
    },
    {
      "version": "1.5-0",
      "date": "2019-12-09"
    },
    {
      "version": "1.5-1",
      "date": "2020-01-24"
    },
    {
      "version": "1.5-2",
      "date": "2022-10-31"
    },
    {
      "version": "1.5-3",
      "date": "2024-02-01"
    },
    {
      "version": "1.5-4",
      "date": "2026-04-28"
    }
  ],
  "_exports": [
    "confint.fracdiff",
    "diffseries",
    "fdGPH",
    "fdSperio",
    "fracdiff",
    "fracdiff.sim",
    "fracdiff.var"
  ],
  "_help": [
    {
      "page": "confint.fracdiff",
      "title": "Confidence Intervals for Fracdiff Model Parameters",
      "topics": [
        "confint.fracdiff"
      ]
    },
    {
      "page": "diffseries",
      "title": "Fractionally Differenciate Data",
      "topics": [
        "diffseries"
      ]
    },
    {
      "page": "fdGPH",
      "title": "Geweke and Porter-Hudak Estimator for ARFIMA(p,d,q)",
      "topics": [
        "fdGPH"
      ]
    },
    {
      "page": "fdSperio",
      "title": "Sperio Estimate for 'd' in ARFIMA(p,d,q)",
      "topics": [
        "fdSperio"
      ]
    },
    {
      "page": "fracdiff",
      "title": "ML Estimates for Fractionally-Differenced ARIMA (p,d,q) models",
      "topics": [
        "fracdiff"
      ]
    },
    {
      "page": "fd-methods",
      "title": "Many Methods for \"fracdiff\" Objects",
      "topics": [
        "coef.fracdiff",
        "fitted.fracdiff",
        "logLik.fracdiff",
        "print.fracdiff",
        "print.summary.fracdiff",
        "residuals.fracdiff",
        "summary.fracdiff",
        "vcov.fracdiff"
      ]
    },
    {
      "page": "fracdiff.sim",
      "title": "Simulate fractional ARIMA Time Series",
      "topics": [
        "fracdiff.sim"
      ]
    },
    {
      "page": "fracdiff.var",
      "title": "Recompute Covariance Estimate for fracdiff",
      "topics": [
        "fracdiff.var"
      ]
    }
  ],
  "_rundeps": [],
  "_sysdeps": [
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    }
  ],
  "_score": 11.170768024835521,
  "_indexed": true,
  "_nocasepkg": "fracdiff",
  "_universes": [
    "mmaechler"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:33.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/0fc57fcaec8e3452fa8f60064c50b499b44331e3648cbd7ac87ec8349fb8ea44",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:14.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/1989efb8e8b34e6a6ad01ec89aae592ccef5560584dff218665721f563d76cb4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:30.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/d1acb69ec0540eca0f29bd2e3c85126fb400ad9a2aefbbd14ba89f4d780aa9f8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:44.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/b715ccb4ca1a94fc5b77ee45906ee3d366d1a088ecb58b64d0d07984bec1ba73",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:14.000Z",
      "arch": "aarch64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/82e816a032f9ffdccfd80ca019417dcfdc71deedb27ab5589e6c5b3bb199d0aa",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:57.000Z",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/151c213a019fbd74b96067fb629843905c0e39275e640b5a85b6fa3ff7ab8e5c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "1.5-4",
      "date": "2026-07-17T04:46:51.000Z",
      "arch": "aarch64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/20c4b006b0c8de758879dc85778abb1b9ce43e4fa4859c0919c4c70f95561766",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "1.5-4",
      "date": "2026-07-17T04:48:35.000Z",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/340ab2f87f988581442d2bfc2a5596b81582f83e94543eb03cd7e560a99473ec",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.5-4",
      "date": "2026-07-17T04:47:41.000Z",
      "arch": "emscripten",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/e8d9e739a7e2ac7d2672e5de2ea1cbbb3672eb95011b2ba96b76bdd70942d903",
      "status": "success",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.5-4",
      "date": "2026-07-17T04:46:45.000Z",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/19670f3ecacaba0704bb8d23d3b4c115c430edf0228a44e423dfe0b556520045",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.5-4",
      "date": "2026-07-17T04:46:25.000Z",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/1afcf4cf47a4db8736f7b6e4c03929cfa6c15b3de88a1832a5346c286f2cc04c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "1.5-4",
      "date": "2026-07-17T04:46:48.000Z",
      "arch": "x86_64",
      "commit": "227c4d8944ddf907a064e90ea8af5d1951ca13e5",
      "fileid": "https://r2.ropensci.org/41cb4eae5c2f43d68185b92b352dfafd3948ec024797e97cca08a5c4eb2a5ad4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mmaechler/actions/runs/29555495027"
    }
  ]
}