Extra Credit
fracdiff
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
$
install.packages("fracdiff")Official docs outline
Extra Credit builds an outline of fracdiff's docs the first time your work uses it. Until then, start at the official documentation.
More in R packages
All 2,000- cowplot Streamlined Plot Theme and Plot Annotations for 'ggplot2'
- miniUI Shiny UI Widgets for Small Screens
- remotes R Package Installation from Remote Repositories, Including 'GitHub'
- e1071 Misc Functions of the Department of Statistics, Probability Theory Group (Formerly: E1071), TU Wien
- doBy Groupwise Statistics, LSmeans, Linear Estimates, Utilities
- quadprog Functions to Solve Quadratic Programming Problems
- future Unified Parallel and Distributed Processing in R for Everyone
- zip Cross-Platform 'zip' Compression
- urca Unit Root and Cointegration Tests for Time Series Data
- png Read and write PNG images
- DT A Wrapper of the JavaScript Library 'DataTables'
- pbkrtest Parametric Bootstrap, Kenward-Roger and Satterthwaite Based Methods for Test in Mixed Models