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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("arfima")

1.5-2 by JQ (Justin) Veenstra, 3 days ago


Browse source code at https://github.com/cran/arfima


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