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 <>), where the development version of this package lives; it can be installed using devtools.


Reference manual

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1.6-2 by JQ (Justin) Veenstra, 3 months ago

Browse source code at

Authors: JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

MIT + file LICENSE license

Imports parallel

Depends on ltsa

See at CRAN