Fractionally differenced ARIMA (p,d,q) models
Documentation for package `fracdiff' version 1.1-1
Help Pages
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
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