Package: farfima
Type: Package
Title: Order Selection and Forecasting in Long-Memory Functional Time
        Series
Version: 0.1.0
Authors@R: c(
    person("Chang", "Liu", email = "chang.liu45@students.mq.edu.au", role = c("aut", "cre")),
    person("Han Lin", "Shang", role = "aut"),
    person("Garth", "Tarr", role = "aut"),
    person("Samuel", "Müller", role = "aut")
    )
Description: Provides tools for modelling, forecasting and visualising
    long-memory functional time series with the functional autoregressive
    fractionally integrated moving-average model. The model is fitted in three
    steps, each of which can also be used on its own. First, the memory
    parameter is estimated from the leading principal component scores, for
    example by local Whittle or by bias-corrected local polynomial Whittle with
    noise. Second, the autoregressive and moving-average orders of the
    fractionally differenced curves are selected by a functional information
    criterion, functional Box-Jenkins or cross-validation. Third, the operators
    are estimated. The point forecasts come with conformal prediction bands that
    quantify their uncertainty. Visualisation tools include improved rainbow
    plots and plots of the fitted model and its forecasts.
License: GPL-2
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: FCVAR, far, ftsa, longmemo, rainbow, sde, stats, utils,
        graphics, grDevices, vars, withr, wwntests
Suggests: demography, knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
RoxygenNote: 7.3.2
NeedsCompilation: no
Packaged: 2026-10-26 08:38:12 UTC; liuchang
Author: Chang Liu [aut, cre],
  Han Lin Shang [aut],
  Garth Tarr [aut],
  Samuel Müller [aut]
Maintainer: Chang Liu <chang.liu45@students.mq.edu.au>
Repository: CRAN
Date/Publication: 2026-11-10 17:30:02 UTC
