arfima-package | Simulates, fits, and predicts persistent and anti-persistent time series. arfima |

AIC.arfima | Information criteria for 'arfima' objects |

arfima | Fit ARFIMA, ARIMA-FGN, and ARIMA-PLA (multi-start) models Fits ARFIMA/ARIMA-FGN/ARIMA-PLA multi-start models to times series data. Options include fixing parameters, whether or not to fit fractional noise, what type of fractional noise (fractional Gaussian noise (FGN), fractionally differenced white noise (FDWN), or the newly introduced power-law autocovariance noise (PLA)), etc. This function can fit regressions with ARFIMA/ARIMA-FGN/ARIMA-PLA errors via the xreg argument, including dynamic regression (transfer functions). |

arfima.sim | Simulate an ARFIMA time series. |

arfima0 | Exact MLE for ARFIMA The time series is corrected for the sample mean and then exact MLE is used for the other parameters. This is a simplified version of the arfima() function that may be useful in simulations and bootstrapping. |

arfimachanges | Prints changes to the package since the last update. Started in 1.4-0 |

ARToPacf | Converts AR/MA coefficients from operator space to the PACF space |

bestModes | Finds the best modes of an 'arfima' fit. |

BIC | Information criteria for 'arfima' objects |

BIC.arfima | Information criteria for 'arfima' objects |

coef.arfima | Extract Model Coefficients |

distance | The distance between modes of an 'arfima' fit. |

fitted.arfima | Extract Model Fitted Values |

iARFIMA | The Fisher information matrix of an ARFIMA process |

IdentInvertQ | Checks invertibility, stationarity, and identifiability of a given set of parameters |

lARFIMA | Exact log-likelihood of a long memory model |

lARFIMAwTF | Exact log-likelihood of a long memory model with a transfer function model and series included Computes the exact log-likelihood of a long memory model with respect to a given time series as well as a transfer fucntion model and series. This function is not meant to be used directly. |

logLik.arfima | Extract Log-Likelihood Values |

PacfToAR | Converts AR/MA coefficients from the PACF space to operator space |

plot.predarfima | Plots the original time series, the predictions, and the prediction intervals for a 'predarfima' object. |

plot.tacvf | Plots the output from a call to 'tacvf' |

predict.arfima | Predicts from a fitted object. |

print.arfima | Prints a Fitted Object |

print.predarfima | Prints predictions and prediction intervals |

print.summary.arfima | Prints the output of a call to 'summary' on an 'arfima' object |

print.tacvf | Prints a tacvf object. |

removeMode | Removes a mode from an 'arfima' fit. |

resid.arfima | Extract the Residuals of a Fitted Object |

residuals.arfima | Extract the Residuals of a Fitted Object |

SeriesJ | Series J, Gas Furnace Data |

sim_from_fitted | Simulate an ARFIMA time series from a fitted arfima object. |

summary.arfima | Extensive Summary of an Object |

tacfplot | Plots the theoretical autocorralation functions (tacfs) of one or more fits. |

tacvf | Extracts the tacvfs of a fitted object |

tacvfARFIMA | The theoretical autocovariance function of a long memory process. |

tmpyr | Temperature Data |

vcov.arfima | Extracts the Variance-Covariance Matrix |

weed | Weeds out fits from a call to arfima that are too close to each other. |