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.

Version: 1.8-1
Depends: R (≥ 3.0.0), ltsa
Imports: parallel
Published: 2022-08-19
DOI: NA
Author: JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Maintainer: JQ Veenstra <jqveenstra at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Citation: arfima citation info
Materials: README
In views: TimeSeries
CRAN checks: arfima results

Documentation:

Reference manual: arfima.pdf

Downloads:

Package source: arfima_1.8-1.tar.gz
Windows binaries: r-devel: arfima_1.8-1.zip, r-release: arfima_1.8-1.zip, r-oldrel: arfima_1.8-1.zip
macOS binaries: r-release (arm64): arfima_1.8-1.tgz, r-oldrel (arm64): arfima_1.8-1.tgz, r-release (x86_64): arfima_1.8-1.tgz, r-oldrel (x86_64): arfima_1.8-1.tgz
Old sources: arfima archive

Reverse dependencies:

Reverse imports: tscopula
Reverse suggests: iAR

Linking:

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