Package: fracdiff Version: 1.4-1 Date: 2012-03-21 Title: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models Author: S original by Chris Fraley, U.Washington, Seattle. R port by Fritz Leisch at TU-Wien; since 2003-12: Martin Maechler; fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte. Maintainer: Martin Maechler Description: Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989). Suggests: longmemo, urca License: GPL (>= 2) Packaged: 2012-03-21 11:02:28 UTC; maechler Repository: CRAN Date/Publication: 2012-03-22 08:33:14 Built: R 2.15.1; x86_64-pc-mingw32; 2012-08-21 08:43:28 UTC; windows Archs: i386, x64