Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
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Martin Maechler, 7 years ago
Browse source code at
S original by Chris Fraley
Seattle. R port by Fritz Leisch at TU Wien; since 2003-12: Martin Maechler; fdGPH()
etc by Valderio Reisen and Artur Lemonte.
Time Series Analysis
GPL (>= 2)
Suggests longmemo, urca
ArfimaMLM, LPM, LongMemoryTS, TSF, WaveletANN, WaveletArima, forecast, mafs, sutteForecastR, tsfeatures.
Depended on by
CliftLRD, liftLRD, mwaved, portes, sweep, timetk.
See at CRAN