Skip to content
Sections
>> Trisquel >> Packages >> nabia >> gnu-r >> r-cran-fracdiff
nabia  ] [  aramo  ]
[ Source: r-cran-fracdiff  ]

Package: r-cran-fracdiff (1.5-1-1)

GNU R fractionally differenced ARIMA aka ARFIMA(p,d,q) models

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).

Other Packages Related to r-cran-fracdiff

  • depends
  • recommends
  • suggests
  • sug: r-cran-forecast
    GNU R forecasting functions for time series and linear models
  • sug: r-cran-urca
    GNU R package providing unit root and cointegration tests

Download r-cran-fracdiff

Download for all available architectures
Architecture Package Size Installed Size Files
amd64 105.1 kB174 kB [list of files]
armhf 101.6 kB157 kB [list of files]