Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
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Documentation for package ‘fracdiff’ version 1.5-3
Help Pages
| coef.fracdiff | Many Methods for "fracdiff" Objects |
| confint.fracdiff | Confidence Intervals for Fracdiff Model Parameters |
| diffseries | Fractionally Differenciate Data |
| fdGPH | Geweke and Porter-Hudak Estimator for ARFIMA(p,d,q) |
| fdSperio | Sperio Estimate for 'd' in ARFIMA(p,d,q) |
| fitted.fracdiff | Many Methods for "fracdiff" Objects |
| 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 |
| logLik.fracdiff | Many Methods for "fracdiff" Objects |
| print.fracdiff | Many Methods for "fracdiff" Objects |
| print.summary.fracdiff | Many Methods for "fracdiff" Objects |
| residuals.fracdiff | Many Methods for "fracdiff" Objects |
| summary.fracdiff | Many Methods for "fracdiff" Objects |
| vcov.fracdiff | Many Methods for "fracdiff" Objects |