Fractionally differenced ARIMA aka ARFIMA(p,d,q) models


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Documentation for package `fracdiff' version 1.3-0

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diffseries Fractionally Differenciate Data
fdGPH Geweke and Porter-Hudak Estimator for ARFIMA(p,d,q)
fdSperio Sperio Estimate for 'd' in ARFIMA(p,d,q)
fracdiff ML Estimates for Fractionally-Differenced ARIMA (p,d,q) models
fracdiff.sim Simulate fractional ARIMA Time Series
fracdiff.var Recompute Covariance Estimate for fracdiff