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

Package: fracdiff
Version: 1.4-2
Date: 2012-12-01
Title: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
Author: S original by Chris Fraley, U.Washington, Seattle. R port by
Fritz Leisch at TU Wien; since 2003-12: Martin Maechler;
fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte.
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Description: Maximum likelihood estimation of the parameters of a
fractionally differenced ARIMA(p,d,q) model (Haslett and
Raftery, Appl.Statistics, 1989).
Suggests: longmemo, urca
License: GPL (>= 2)
Packaged: 2012-12-01 23:24:14 UTC; maechler
Repository: CRAN
Date/Publication: 2012-12-02 07:08:12