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  "Date": "2026-04-27",
  "Title": "Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models",
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  "Description": "Maximum likelihood estimation of the parameters of a\nfractionally differenced ARIMA(p,d,q) model (Haslett and\nRaftery, Appl.Statistics, 1989); including inference and basic\nmethods.  Some alternative algorithms to estimate \"H\".",
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      "title": "Confidence Intervals for Fracdiff Model Parameters",
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      "title": "Fractionally Differenciate Data",
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      "title": "Geweke and Porter-Hudak Estimator for ARFIMA(p,d,q)",
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      "page": "fracdiff",
      "title": "ML Estimates for Fractionally-Differenced ARIMA (p,d,q) models",
      "topics": [
        "fracdiff"
      ]
    },
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      "page": "fd-methods",
      "title": "Many Methods for \"fracdiff\" Objects",
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        "fitted.fracdiff",
        "logLik.fracdiff",
        "print.fracdiff",
        "print.summary.fracdiff",
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