Packaged: Sat Jul  2 14:49:02 2005; maechler

Packaged: Tue Jul 19 16:08:03 2005; maechler

Package: fracdiff
Version: 1.3-0
Title: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
Date: 2006-02-06
Author: S original by Chris Fraley <fraley@stat.washington.edu>.
R port by Fritz Leisch <leisch@ci.tu-wien.ac.at>; since 2003-12: Martin Maechler;
fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte.
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Description: Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
License: GPL version 2 or later
Packaged: Mon Feb  6 14:42:40 2006; maechler

Package: fracdiff
Version: 1.3-1
Title: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
Date: 2006-09-07
Author: S original by Chris Fraley <fraley@stat.washington.edu>.
R port by Fritz Leisch <leisch@ci.tu-wien.ac.at>; since 2003-12: Martin Maechler;
fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte.
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Description: Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989).
License: GPL version 2 or later
Packaged: Fri Sep  8 11:26:45 2006; maechler

Author: S original by Chris Fraley, U.Washington, Seattle. R port by
Fritz Leisch at TU-Wien; since 2003-12: Martin Maechler;
Description: Maximum likelihood estimation of the parameters of a
fractionally differenced ARIMA(p,d,q) model (Haslett and

Author: S original by Chris Fraley, U.Washington, Seattle.  R port by

Fritz Leisch at TU Wien; since 2003-12: Martin Maechler;

VersionNote: Released 1.4-2 on 2012-12-01 on CRAN
Title: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
, person("Chris", "Fraley", role=c("ctb","cph"), comment = "S original; Fortran code")
, person("Friedrich", "Leisch", role = "ctb",
, 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",
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989);
including inference and basic methods.  Some alternative algorithms to estimate "H".
Chris Fraley [ctb, cph] (S original; Fortran code),
Valderio Reisen [ctb] (fdGPH() & fdSperio()),
Artur Lemonte [ctb] (fdGPH() & fdSperio()),
Rob Hyndman [ctb] (residuals() & fitted(),