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arfima: 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 <https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.

Version: 1.8-1
Depends: R (≥ 3.0.0), ltsa
Imports: parallel
Published: 2022-08-19
Author: JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Maintainer: JQ Veenstra <jqveenstra at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Citation: arfima citation info
Materials: README
In views: TimeSeries
CRAN checks: arfima results

Documentation:

Reference manual: arfima.pdf

Downloads:

Package source: arfima_1.8-1.tar.gz
Windows binaries: r-devel: arfima_1.8-1.zip, r-release: arfima_1.8-1.zip, r-oldrel: arfima_1.8-1.zip
macOS binaries: r-release (arm64): arfima_1.8-1.tgz, r-oldrel (arm64): arfima_1.8-1.tgz, r-release (x86_64): arfima_1.8-1.tgz, r-oldrel (x86_64): arfima_1.8-1.tgz
Old sources: arfima archive

Reverse dependencies:

Reverse imports: tscopula
Reverse suggests: iAR

Linking:

Please use the canonical form https://CRAN.R-project.org/package=arfima to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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