Dear R People: Where is the command for long memory time series, please? In S, it's arima.fracdiff Is there something like that in R? If so, which library has it, please? Version 1.5.1 for Windows Happy new year Thanks so much! Sincerely, Erin Hodgess mailto: hodgess at uhddx01.dt.uh.edu
>>>>> "Erin" == Erin Hodgess <hodgess at uhddx01.dt.uh.edu> >>>>> on Sat, 4 Jan 2003 18:45:43 -0600 (CST) writes:Erin> Dear R People: Erin> Where is the command for long memory time series, please? Erin> In S, it's arima.fracdiff Erin> Is there something like that in R? If so, which Erin> library has it, please? it's "package" not "library" --- and guess what! --- the package is called fracdiff... :-) Martin