Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
| Version: | 1.3-1 |
| Date: | 2006-09-07 |
| Author: | S original by Chris Fraley. R port by Fritz Leisch; 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 version 2 or later |
| In views: | Finance, TimeSeries |
| CRAN checks: | fracdiff results |
Downloads:
| Package source: | fracdiff_1.3-1.tar.gz |
| MacOS X binary: | fracdiff_1.3-1.tgz |
| Windows binary: | fracdiff_1.3-1.zip |
| Reference manual: | fracdiff.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | fracdiff archive |