Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
c(person("Martin","Maechler", role=c("aut","cre"), email="maechler@stat.math.ethz.ch",
comment = c(ORCID = "0000-0002-8685-9910"))
, person("Chris", "Fraley", role=c("ctb","cph"), comment = "S original; Fortran code")
, person("Friedrich", "Leisch", role = "ctb",
comment = c("R port", ORCID = "0000-0001-7278-1983"))
, person("Valderio", "Reisen", role="ctb", comment = "fdGPH() & fdSperio()")
, person("Artur",  "Lemonte",  role="ctb", comment = "fdGPH() & fdSperio()")
, person("Rob", "Hyndman", email="Rob.Hyndman@monash.edu", role="ctb",
comment = c("residuals() & fitted()", ORCID = "0000-0002-2140-5352"))
)
Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989);
including inference and basic methods.  Some alternative algorithms to estimate "H".
Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>),
Chris Fraley [ctb, cph] (S original; Fortran code),
Friedrich Leisch [ctb] (R port,
<https://orcid.org/0000-0001-7278-1983>),
Valderio Reisen [ctb] (fdGPH() & fdSperio()),
Artur Lemonte [ctb] (fdGPH() & fdSperio()),
Rob Hyndman [ctb] (residuals() & fitted(),
<https://orcid.org/0000-0002-2140-5352>)

Numerical CDFs for Fractional Unit Root and Cointegration Tests
c(person(given = "Lealand",
family = "Morin",
role = c("aut", "cre"),
email = "lealand.morin@ucf.edu",
comment = c(ORCID = "0000-0001-8539-1386")))
Calculate numerical asymptotic distribution functions of likelihood ratio
statistics for fractional unit root tests and tests of cointegration rank.
For these distributions, the included functions calculate critical values
and P-values used in unit root tests, cointegration tests, and rank tests
in the Fractionally Cointegrated Vector Autoregression (FCVAR) model.
The functions implement procedures for tests described in the following articles:
Johansen, S. and M. Ø. Nielsen (2012) <doi:10.3982/ECTA9299>,
MacKinnon, J. G. and M. Ø. Nielsen (2014) <doi:10.1002/jae.2295>.
Lealand Morin [aut, cre] (<https://orcid.org/0000-0001-8539-1386>)