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arfima  

Fractional ARIMA (and Other Long Memory) Time Series Modeling
View on CRAN: Click here


Download and install arfima package within the R console
Install from CRAN:
install.packages("arfima")

Install from Github:
library("remotes")
install_github("cran/arfima")

Install by package version:
library("remotes")
install_version("arfima", "1.8-1")



Attach the package and use:
library("arfima")
Maintained by
JQ Veenstra
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-12-16
Latest Update: 2022-08-19
Description:
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 ), where the development version of this package lives; it can be installed using devtools.
How to cite:
JQ Veenstra (2012). arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling. R package version 1.8-1, https://cran.r-project.org/web/packages/arfima. Accessed 06 Nov. 2024.
Previous versions and publish date:
1.2-3 (2012-12-16 07:50), 1.2-4 (2013-01-14 07:21), 1.2-5 (2013-04-03 17:54), 1.2-6 (2014-07-01 10:04), 1.2-7 (2014-11-22 01:52), 1.3-3 (2015-12-28 21:43), 1.3-4 (2015-12-31 08:24), 1.4-0 (2017-06-20 21:13), 1.5-0 (2017-07-08 18:51), 1.5-2 (2017-07-17 23:33), 1.6-1 (2017-08-05 17:47), 1.6-2 (2017-08-15 23:33), 1.6-6 (2018-01-06 23:37), 1.6-7 (2018-06-19 22:19), 1.6-8 (2018-09-27 13:20), 1.7-0 (2018-11-01 19:50), 1.8-0 (2022-04-04 13:00)
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