[R] Long memory ts
maechler at stat.math.ethz.ch
Mon Jan 6 09:52:03 CET 2003
>>>>> "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... :-)
More information about the R-help