r-fracdiff 1.5-3
Channel: guix
Home page: https://github.com/mmaechler/fracdiff
Licenses: GPL 2+
Synopsis: Fractionally differenced ARIMA aka ARFIMA(P,d,q) models
Description:
This package provides tools for the maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); it includes inference and basic methods.
Total results: 1