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[ 源代码: r-cran-fracdiff  ]

软件包: 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).

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amd64 105.1 kB174 kB [文件列表]