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R-cran-fracdiff

1.5.3

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).

Origin: math/R-cran-fracdiff
Category: math
Size: 163KiB
License: GPLv2+
Maintainer: ports@FreeBSD.org
Dependencies: 2 packages
Required by: 1 packages
Website: cran.r-project.org/web/packages/fracdiff
$pkg install R-cran-fracdiff

Dependencies (2)

gcc14R

Required By (1 packages)

R-cran-forecast

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