arfima
1.8-2Fractional ARIMA (and Other Long Memory) Time Series Modeling
Overview
Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting, simulation) are used. Bug reports should be done via GitHub (at https://github.com/JQVeenstra/arfima), where the development version of this package lives; it can be installed using devtools.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 41%
- Documented parameters
- 95%
- Return-value docs
- 95%
- References docs
- 74%
Downloads
Dependencies
Code & Tests
Datasets
People & History
21 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.8-2Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.8-12022-08-19 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.8-02022-04-04 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.7-02018-11-01 · diff ↗
- 1.6-82018-09-27 · diff ↗
- 1.6-72018-06-19 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.6-62018-01-06 · diff ↗
Show 20 earlier events
- 1.6-22017-08-15 · diff ↗
- 1.6-12017-08-05 · diff ↗
- 1.5-22017-07-17 · diff ↗
- 1.5-02017-07-08 · diff ↗
- 1.4-02017-06-20 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.3-42015-12-31 · diff ↗
- 1.3-32015-12-28 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 1.2-72014-11-22 · diff ↗
- 1.2-62014-07-01 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 3.0.02013-04-03 · diff ↗
- 1.2-52013-04-03 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.2-42013-01-14 · diff ↗
- 1.2-32012-12-16 · diff ↗
- 2.15.32012-12-15
- RR 2.15.0 released · 2012-03-30
Package metadata
- First published
- 2012-12-16
- Total releases
- 21 / 14 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.0.0
- Bundled data
- 2.8 KB / 2 files
- Download size
- 83 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("arfima")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.