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.


Reference manual

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