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: | 10.32614/CRAN.package.arfima |
| 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 |
| Reference manual: | arfima.pdf |
| 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 imports: | tscopula |
| Reverse suggests: | iAR |
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