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Paketti: r-cran-fracdiff (1.5-1-1)

GNU R 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).

Muut pakettiin r-cran-fracdiff liittyvät paketit

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  • sug: r-cran-forecast
    GNU R forecasting functions for time series and linear models
  • sug: r-cran-urca
    GNU R package providing unit root and cointegration tests

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