arfima

Authors Jq Veenstra, A.i. Mcleod, A.I. McLeod

Last update 30 August 2025

Copyright license MIT license, File License

Software version identifier 1.8-1, PACKAGES.rds, 1.2-3, 1.2-4, 1.2-5, 1.2-6, 1.2-7, 1.3-3, 1.3-4, 1.4-0, 1.5-0, 1.5-2, 1.6-1, 1.6-2, 1.6-6, 1.6-7, 1.6-8, 1.7-0, 1.8-0, 1.8-2

Source code repository https://github.com/cran/arfima

Description

Simulates, fits, and predicts long-memory and anti-persistenttime series, possibly mixed with ARMA, regression, transfer-functioncomponents.Exact methods (MLE, forecasting, simulation) are used.Bug reports should be done via GitHub (at<https://github.com/JQVeenstra/arfima>), where the development versionof this package lives; it can be installed using devtools.

Cited in

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tscopula

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