fracdiff (Q26585)

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Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
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English
fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

    Statements

    swMATH work ID
    14688
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    instance of
    R package
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    programmed in
    R
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    last update
    31 October 2022
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    software version identifier
    1.5-2
    publication date
    31 October 2022
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    author
    Martin Maechler
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    imports
    stats
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    CRAN project
    fracdiff
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