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]

fracdiff_1.5-4.tar.gz
fracdiff_1.5-4.zip(r-4.5)fracdiff_1.5-4.zip(r-4.4)fracdiff_1.5-4.zip(r-4.3)
fracdiff_1.5-4.tgz(r-4.5-x86_64)fracdiff_1.5-4.tgz(r-4.5-arm64)fracdiff_1.5-4.tgz(r-4.4-x86_64)fracdiff_1.5-4.tgz(r-4.4-arm64)fracdiff_1.5-4.tgz(r-4.3-x86_64)fracdiff_1.5-4.tgz(r-4.3-arm64)
fracdiff_1.5-4.tar.gz(r-4.5-noble)fracdiff_1.5-4.tar.gz(r-4.4-noble)
fracdiff_1.5-4.tgz(r-4.4-emscripten)fracdiff_1.5-4.tgz(r-4.3-emscripten)
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

9.66 score 17 stars 259 packages 316 scripts 109k downloads 7 exports 0 dependencies

Last updated 12 months agofrom:beadf14977. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 08 2025
R-4.5-win-x86_64OKMar 08 2025
R-4.5-mac-x86_64OKMar 08 2025
R-4.5-mac-aarch64OKMar 08 2025
R-4.5-linux-x86_64OKMar 08 2025
R-4.4-win-x86_64OKMar 08 2025
R-4.4-mac-x86_64OKMar 08 2025
R-4.4-mac-aarch64OKMar 08 2025
R-4.4-linux-x86_64OKMar 08 2025
R-4.3-win-x86_64OKMar 08 2025
R-4.3-mac-x86_64OKMar 08 2025
R-4.3-mac-aarch64OKMar 08 2025

Exports:confint.fracdiffdiffseriesfdGPHfdSperiofracdifffracdiff.simfracdiff.var

Dependencies: