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Property / last update
31 October 2022
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1.0-5
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publication date: 19 May 1999
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1.0-6
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publication date: 15 May 2001
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1.0-7
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publication date: 12 December 2001
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1.0-8
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publication date: 3 July 2002
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1.0-9
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publication date: 16 July 2003
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1.1-0
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publication date: 30 December 2003
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1.1-1
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publication date: 14 January 2004
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1.1-2
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publication date: 22 June 2005
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1.2-1
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publication date: 3 July 2005
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publication date: 20 July 2005
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1.3-0
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publication date: 6 February 2006
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1.3-1
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publication date: 8 September 2006
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1.3-2
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publication date: 9 June 2009
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1.4-0
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publication date: 9 August 2011
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1.4-1
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publication date: 22 March 2012
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1.4-2
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publication date: 2 December 2012
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1.5-0
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publication date: 17 January 2020
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1.5-1
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publication date: 24 January 2020
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1.5-3
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publication date: 1 February 2024
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1 February 2024
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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: Martin Maechler / rank
 
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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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Revision as of 12:02, 27 February 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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