Learn R

arfima

An R time series library that mixes arima models with 3 types of long-memory processes: FDWN, FGN, and PLA (power-law autocovariance.)

Copy Link

Version

Down Chevron

Install

install.packages('arfima')

Monthly Downloads

972

Version

1.8-1

License

MIT + file LICENSE

Maintainer

JQ (Justin) Veenstra

Last Published

August 19th, 2022

Functions in arfima (1.8-1)