A collection of estimation, forecasting and diagnostic tools for autoregressive fractionally integrated moving-average process (ARFIMA).
| Version: | 0.1.7 |
| Depends: | R (≥ 2.6.0), polynom, fracdiff, hypergeo, sandwich, longmemo |
| Published: | 2012-04-17 |
| Author: | Javier E. Contreras-Reyes, Georg M. Goerg, Wilfredo Palma |
| Maintainer: | Javier E. Contreras-Reyes <jcontr at dgf.uchile.cl> |
| License: | GPL (≥ 2) |
| Citation: | afmtools citation info |
| In views: | TimeSeries |
| CRAN checks: | afmtools results |
| Package source: | afmtools_0.1.7.tar.gz |
| MacOS X binary: | afmtools_0.1.7.tgz |
| Windows binary: | afmtools_0.1.7.zip |
| Reference manual: | afmtools.pdf |
| Old sources: | afmtools archive |