arfima (1.7-0)

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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.

Maintainer: JQ (Justin) Veenstra
Author(s): JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]

License: MIT + file LICENSE

Uses: ltsa

Released over 1 year ago.

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