All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=arfima

Facebook Share Twitter Share

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.

arfima.pdf