Crandore Hub

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. Bug reports should be done via GitHub (at <https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.

Versions across snapshots

VersionRepositoryFileSize
1.8-2 rolling linux/jammy R-4.5 arfima_1.8-2.tar.gz 387.8 KiB
1.8-2 rolling linux/noble R-4.5 arfima_1.8-2.tar.gz 387.9 KiB
1.8-2 rolling source/ R- arfima_1.8-2.tar.gz 83.3 KiB
1.8-2 latest linux/jammy R-4.5 arfima_1.8-2.tar.gz 387.8 KiB
1.8-2 latest linux/noble R-4.5 arfima_1.8-2.tar.gz 387.9 KiB
1.8-2 latest source/ R- arfima_1.8-2.tar.gz 83.3 KiB
1.8-2 2026-04-26 source/ R- arfima_1.8-2.tar.gz 83.3 KiB
1.8-2 2026-04-23 source/ R- arfima_1.8-2.tar.gz 83.3 KiB
1.8-2 2026-04-09 windows/windows R-4.5 arfima_1.8-2.zip 397.4 KiB
1.8-1 2025-04-20 source/ R- arfima_1.8-1.tar.gz 83.4 KiB

Dependencies (latest)

Depends

Imports