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Package: r-cran-fracdiff (1.5-3-1) [debports]

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GNU R fractionally differenced ARIMA aka ARFIMA(p,d,q) models

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).

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Download r-cran-fracdiff

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Architecture Package Size Installed Size Files
alpha (unofficial port) 107.4 kB197.0 kB [list of files]