Port variant | standard |
Summary | Fractionally Differenced ARIMA(p,d,q) model |
BROKEN | |
Package version | 1.5.3 |
Homepage | https://github.com/mmaechler/fracdiff |
Keywords | cran |
Maintainer | CRAN Automaton |
License | Not yet specified |
Other variants | There are no other variants. |
Ravenports | Buildsheet | History |
Ravensource | Port Directory | History |
Last modified | 03 FEB 2024, 15:41:37 UTC |
Port created | 20 APR 2020, 20:29:45 UTC |
single | fracdiff: 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); including inference and basic methods. Some alternative algorithms to estimate "H". |
Build (only) |
gmake:primary:standard R:primary:standard icu:dev:standard |
Runtime (only) |
R:primary:standard R:nls:standard |
main | mirror://CRAN/src/contrib https://loki.dragonflybsd.org/cranfiles/ |
R-forecast:standard | Forecasting for time series and linear models |
R-tsfeatures:standard | Time Series Feature Extraction |