arfima (Q40418)
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Fractional ARIMA (and Other Long Memory) Time Series Modeling
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | arfima |
Fractional ARIMA (and Other Long Memory) Time Series Modeling |
Statements
A.i. Mcleod
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A.I. McLeod
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30 August 2025
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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.
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