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
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fracdiff_1.5-4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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

11.21 score 21 stars 1.3k packages 534 scripts 361k downloads 7 exports 0 dependencies

Last updated from:227c4d8944. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK125
linux-devel-x86_64OK145
source / vignettesOK138
linux-release-arm64OK132
linux-release-x86_64OK116
macos-release-arm64OK88
macos-release-x86_64OK212
macos-oldrel-arm64OK83
macos-oldrel-x86_64OK263
windows-develOK79
windows-releaseOK75
windows-oldrelOK81
wasm-releaseOK135

Exports:confint.fracdiffdiffseriesfdGPHfdSperiofracdifffracdiff.simfracdiff.var

Dependencies: