Package: fracdiff Version: 1.5-4 VersionNote: Released 1.5-3 on 2024-02-01, 1.5-2 on 2022-10-31, 1.5-1 on 2020-01-20 Date: 2026-04-27 Title: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models Authors@R: c(person("Martin","Maechler", role=c("aut","cre"), email="maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910")) , person("Chris", "Fraley", role=c("ctb","cph"), comment = "S original; Fortran code") , person("Friedrich", "Leisch", role = "ctb", comment = c("R port", ORCID = "0000-0001-7278-1983")) , person("Valderio", "Reisen", role="ctb", comment = "fdGPH() & fdSperio()") , person("Artur", "Lemonte", role="ctb", comment = "fdGPH() & fdSperio()") , person("Rob", "Hyndman", email="Rob.Hyndman@monash.edu", role="ctb", comment = c("residuals() & fitted()", ORCID = "0000-0002-2140-5352")) ) Description: Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H". Imports: stats Suggests: longmemo, forecast, urca License: GPL (>= 2) URL: https://github.com/mmaechler/fracdiff BugReports: https://github.com/mmaechler/fracdiff/issues Encoding: UTF-8 NeedsCompilation: yes Packaged: 2026-10-28 08:07:33 UTC; root Author: Martin Maechler [aut, cre] (ORCID: ), Chris Fraley [ctb, cph] (S original; Fortran code), Friedrich Leisch [ctb] (R port, ORCID: ), Valderio Reisen [ctb] (fdGPH() & fdSperio()), Artur Lemonte [ctb] (fdGPH() & fdSperio()), Rob Hyndman [ctb] (residuals() & fitted(), ORCID: ) Maintainer: Martin Maechler Repository: https://cran.r-universe.dev Date/Publication: 2026-04-28 09:39:10 UTC RemoteUrl: https://github.com/cran/fracdiff RemoteRef: HEAD RemoteSha: 0d0476394d2781ea5db31e53043a6c9e2bf4feae