Other packages > Find by keyword >

fracdiff  

Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fracdiff", "1.5-3")



Attach the package and use:
library("fracdiff")
Maintained by
Martin Maechler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 1999-05-19
Latest Update: 2024-02-01
Description:
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".
How to cite:
Martin Maechler (1999). fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models. R package version 1.5-3, https://cran.r-project.org/web/packages/fracdiff. Accessed 04 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:39), 1.0-5 (1999-05-19 17:11), 1.0-6 (2001-05-15 11:53), 1.0-7 (2001-12-12 14:40), 1.0-8 (2002-07-03 09:25), 1.0-9 (2003-07-16 10:16), 1.1-0 (2003-12-30 09:50), 1.1-1 (2004-01-14 08:11), 1.1-2 (2005-06-22 10:09), 1.2-1 (2005-07-03 17:28), 1.2-2 (2005-07-20 11:08), 1.3-0 (2006-02-06 23:39), 1.3-1 (2006-09-08 11:52), 1.3-2 (2009-06-09 12:02), 1.4-0 (2011-08-09 10:42), 1.4-1 (2012-03-22 09:33), 1.4-2 (2012-12-02 08:08), 1.5-0 (2020-01-17 06:25), 1.5-1 (2020-01-24 18:30), 1.5-2 (2022-10-31 20:50), 1.5-3 (2024-02-01 11:00)
Other packages that cited fracdiff R package
View fracdiff citation profile
Other R packages that fracdiff depends, imports, suggests or enhances
Complete documentation for fracdiff
Functions, R codes and Examples using the fracdiff R package
Some associated functions: confint.fracdiff . diffseries . fd-methods . fdGPH . fdSperio . fracdiff . fracdiff.sim . fracdiff.var . 
Some associated R codes: diffseries.R . fd-methods.R . fdGPH.R . fdSperio.R . fracdiff.R .  Full fracdiff package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

epigraphdb  
Interface Package for the 'EpiGraphDB' Platform
The interface package to access data from the 'EpiGraphDB' platform. It p ...
Download / Learn more Package Citations See dependency  
Maintainer: Yi Liu (view profile)
rCMA  
R-to-Java Interface for 'CMA-ES'
Tool for providing access to the Java version 'CMAEvolutionStrategy' of Nikolaus Hansen. 'CMA-ES' i ...
Download / Learn more Package Citations See dependency  
GLMMadaptive  
Generalized Linear Mixed Models using Adaptive Gaussian Quadrature
Fits generalized linear mixed models for a single grouping factor under maximum likelihood approxim ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
sValues  
Measures of Sturdiness of Regression Coefficients
Implements the s-values proposed by Ed. Leamer. It provides a context-minimal approach for sensitivi ...
Download / Learn more Package Citations See dependency  
ggconf  
Simpler Appearance Modification of "ggplot2"
A flexible interface for ggplot2theme potentially saving 50 of your typing. ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA