Fractional ARIMA (and Other Long Memory) Time Series Modeling
Released Jul 17, 2017 by JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
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.
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>arfima</artifactId> <version>1.5-2-b1</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.8.2413 on Jul 19, 2017.