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 |