R-fracdiff - Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
| Website: | http://cran.at.r-project.org/web/packages/fracdiff/index.html |
|---|---|
| License: | GPL (>= 2) |
- Description:
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
Packages
| R-fracdiff-1.3.2-1.fc12.x86_64 [71 KiB] |
Changelog
by pingou (2010-03-25):
- initial package for Fedora |