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arfima

1.8-2

Fractional ARIMA (and Other Long Memory) Time Series Modeling

2packages depend
12Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by JQ VeenstraFirst published 2012-12-1621 releasesCRAN page ↗

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

CRAN checks
13OK
Slowest check: 3.1 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 23 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
41%
Documented parameters
95%
Return-value docs
95%
References docs
74%

Downloads

12K
CRAN downloads in the past year
Rank #4,659 · ~33/day · ~1K/mo
Daily download trend is not available in this view yet.
43130 days
1.7K90 days
12K1 year
Compare downloads with other packages →
Also on546 r2u22 autocran88 c2d4u

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (2)
R >= 3.0.0ltsa
Imports (1)
parallel
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
2direct
0indirect

Code & Tests

Datasets

People & History

People (2)
Maintainer (1)
Author, Maintainer · added in 1.8-2
Authors (2)
Author, Maintainer · added in 1.8-2
Listed in earlier versions (2)
no longer listed · 2.15.3 to 1.3-4
no longer listed · 1.4-0 to 1.8-1
Package Timeline

21 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.8-2Latest
    2025-08-30 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 1.8-1
    2022-08-19 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.8-0
    2022-04-04 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 1.7-0
    2018-11-01 · diff ↗
  • 1.6-8
    2018-09-27 · diff ↗
  • 1.6-7
    2018-06-19 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 1.6-6
    2018-01-06 · diff ↗
Show 20 earlier events
  • 1.6-2
    2017-08-15 · diff ↗
  • 1.6-1
    2017-08-05 · diff ↗
  • 1.5-2
    2017-07-17 · diff ↗
  • 1.5-0
    2017-07-08 · diff ↗
  • 1.4-0
    2017-06-20 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 1.3-4
    2015-12-31 · diff ↗
  • 1.3-3
    2015-12-28 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 1.2-7
    2014-11-22 · diff ↗
  • 1.2-6
    2014-07-01 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 3.0.0
    2013-04-03 · diff ↗
  • 1.2-5
    2013-04-03 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 1.2-4
    2013-01-14 · diff ↗
  • 1.2-3
    2012-12-16 · diff ↗
  • 2.15.3
    2012-12-15
  • R
    R 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
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("arfima")
Veenstra, J., & McLeod, A. I. (2025). arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling (Version 1.8-2) [Computer software]. https://doi.org/10.32614/CRAN.package.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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for arfima version 1.8-2 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

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.

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