pkgsrc/math/R-fracdiff/DESCR
minskim e9954f8de0 math/R-fracdiff: Import version 1.4.2
Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics,
1989).
2018-02-07 01:11:18 +00:00

3 lines
144 B
Text

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