Package: arfima 1.8-1
arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling
Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting, simulation) are used. Bug reports should be done via GitHub (at <https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.
Authors:
arfima_1.8-1.tar.gz
arfima_1.8-1.tar.gz(r-4.5-noble)arfima_1.8-1.tar.gz(r-4.4-noble)
arfima_1.8-1.tgz(r-4.4-emscripten)arfima_1.8-1.tgz(r-4.3-emscripten)
arfima.pdf |arfima.html✨
arfima/json (API)
# Install 'arfima' in R: |
install.packages('arfima', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:18988b04ac. Checks:OK: 1 NOTE: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 06 2024 |
R-4.5-linux-x86_64 | NOTE | Dec 06 2024 |
Exports:arfimaarfima.simarfima0arfimachangesARToPacfbestModesBICdistanceiARFIMAIdentInvertQlARFIMAlARFIMAwTFPacfToARremoveModesim_from_fittedtacfplottacvftacvfARFIMAweed
Dependencies:ltsa