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:	1.8-0
Depends:	R (≥ 3.0.0), ltsa
Imports:	parallel
Published:	2022-04-04
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_1.8-0.tar.gz
Windows binaries:	r-devel: arfima_1.8-0.zip, r-release: arfima_1.8-0.zip, r-oldrel: arfima_1.8-0.zip
macOS binaries:	r-release (arm64): arfima_1.8-0.tgz, r-oldrel (arm64): arfima_1.8-0.tgz, r-release (x86_64): arfima_1.8-0.tgz, r-oldrel (x86_64): arfima_1.8-0.tgz
Old sources:	arfima archive

Reverse dependencies:

Reverse imports:	tscopula
Reverse suggests:	iAR

Linking:

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