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Property / last update
31 October 2022
Timestamp+2022-10-31T00:00:00Z
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Property / last update: 31 October 2022 / rank
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
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Property / copyright license: GNU General Public License, version 3.0 / qualifier
edition/version: expanded from: GPL (≥ 2) (English)
 
Property / imports
 
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Property / software version identifier
 
1.0-5
Property / software version identifier: 1.0-5 / rank
 
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Property / software version identifier: 1.0-5 / qualifier
 
publication date: 19 May 1999
Timestamp+1999-05-19T00:00:00Z
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1.0-6
Property / software version identifier: 1.0-6 / rank
 
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Property / software version identifier: 1.0-6 / qualifier
 
publication date: 15 May 2001
Timestamp+2001-05-15T00:00:00Z
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Property / software version identifier
 
1.0-7
Property / software version identifier: 1.0-7 / rank
 
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Property / software version identifier: 1.0-7 / qualifier
 
publication date: 12 December 2001
Timestamp+2001-12-12T00:00:00Z
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1.0-8
Property / software version identifier: 1.0-8 / rank
 
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Property / software version identifier: 1.0-8 / qualifier
 
publication date: 3 July 2002
Timestamp+2002-07-03T00:00:00Z
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1.0-9
Property / software version identifier: 1.0-9 / rank
 
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Property / software version identifier: 1.0-9 / qualifier
 
publication date: 16 July 2003
Timestamp+2003-07-16T00:00:00Z
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1.1-0
Property / software version identifier: 1.1-0 / rank
 
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Property / software version identifier: 1.1-0 / qualifier
 
publication date: 30 December 2003
Timestamp+2003-12-30T00:00:00Z
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1.1-1
Property / software version identifier: 1.1-1 / rank
 
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publication date: 14 January 2004
Timestamp+2004-01-14T00:00:00Z
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1.1-2
Property / software version identifier: 1.1-2 / rank
 
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publication date: 22 June 2005
Timestamp+2005-06-22T00:00:00Z
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1.2-1
Property / software version identifier: 1.2-1 / rank
 
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Property / software version identifier: 1.2-1 / qualifier
 
publication date: 3 July 2005
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1.2-2
Property / software version identifier: 1.2-2 / rank
 
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publication date: 20 July 2005
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1.3-0
Property / software version identifier: 1.3-0 / rank
 
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Property / software version identifier: 1.3-0 / qualifier
 
publication date: 6 February 2006
Timestamp+2006-02-06T00:00:00Z
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1.3-1
Property / software version identifier: 1.3-1 / rank
 
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publication date: 8 September 2006
Timestamp+2006-09-08T00:00:00Z
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1.3-2
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publication date: 9 June 2009
Timestamp+2009-06-09T00:00:00Z
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1.4-0
Property / software version identifier: 1.4-0 / rank
 
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Property / software version identifier: 1.4-0 / qualifier
 
publication date: 9 August 2011
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1.4-1
Property / software version identifier: 1.4-1 / rank
 
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Property / software version identifier: 1.4-1 / qualifier
 
publication date: 22 March 2012
Timestamp+2012-03-22T00:00:00Z
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1.4-2
Property / software version identifier: 1.4-2 / rank
 
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publication date: 2 December 2012
Timestamp+2012-12-02T00:00:00Z
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1.5-0
Property / software version identifier: 1.5-0 / rank
 
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Property / software version identifier: 1.5-0 / qualifier
 
publication date: 17 January 2020
Timestamp+2020-01-17T00:00:00Z
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Property / software version identifier
 
1.5-1
Property / software version identifier: 1.5-1 / rank
 
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Property / software version identifier: 1.5-1 / qualifier
 
publication date: 24 January 2020
Timestamp+2020-01-24T00:00:00Z
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Property / software version identifier
 
1.5-3
Property / software version identifier: 1.5-3 / rank
 
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Property / software version identifier: 1.5-3 / qualifier
 
publication date: 1 February 2024
Timestamp+2024-02-01T00:00:00Z
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Property / last update
 
1 February 2024
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Property / last update: 1 February 2024 / rank
 
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Property / description
 
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
Property / description: Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H". / rank
 
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Property / author
 
Property / author: Martin Maechler / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
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Property / copyright license: GNU General Public License, version 3.0 / qualifier
 
edition/version: expanded from: GPL (≥ 2) (English)
Property / imports
 
Property / imports: stats / rank
 
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
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Property / source code repository
 
Property / source code repository: https://github.com/cran/fracdiff / rank
 
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Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:ab83a531194f45ceea27ec25f0427336ce525521 / rank
 
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Property / Software Heritage ID: swh:1:snp:ab83a531194f45ceea27ec25f0427336ce525521 / qualifier
 
Property / Software Heritage ID: swh:1:snp:ab83a531194f45ceea27ec25f0427336ce525521 / qualifier
 
point in time: 9 February 2024
Timestamp+2024-02-09T00:00:00Z
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links / mardi / namelinks / mardi / name
 

Latest revision as of 17:08, 21 March 2024

Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Language Label Description Also known as
English
fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.5-2
    publication date
    31 October 2022
    0 references
    1.0-5
    publication date
    19 May 1999
    0 references
    1.0-6
    publication date
    15 May 2001
    0 references
    1.0-7
    publication date
    12 December 2001
    0 references
    1.0-8
    publication date
    3 July 2002
    0 references
    1.0-9
    publication date
    16 July 2003
    0 references
    1.1-0
    publication date
    30 December 2003
    0 references
    1.1-1
    publication date
    14 January 2004
    0 references
    1.1-2
    publication date
    22 June 2005
    0 references
    1.2-1
    publication date
    3 July 2005
    0 references
    1.2-2
    publication date
    20 July 2005
    0 references
    1.3-0
    publication date
    6 February 2006
    0 references
    1.3-1
    publication date
    8 September 2006
    0 references
    1.3-2
    publication date
    9 June 2009
    0 references
    1.4-0
    publication date
    9 August 2011
    0 references
    1.4-1
    publication date
    22 March 2012
    0 references
    1.4-2
    publication date
    2 December 2012
    0 references
    1.5-0
    publication date
    17 January 2020
    0 references
    1.5-1
    publication date
    24 January 2020
    0 references
    1.5-3
    publication date
    1 February 2024
    0 references
    programmed in
    R
    0 references
    last update
    1 February 2024
    0 references
    description
    Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
    0 references
    author
    Martin Maechler
    0 references
    imports
    stats
    0 references

    Identifiers

    swMATH work ID
    14688
    0 references
    CRAN project
    fracdiff
    0 references
     
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