[R] Long memory ts

Erin Hodgess hodgess at uhddx01.dt.uh.edu
Sun Jan 5 01:46:03 CET 2003

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!

Erin Hodgess
mailto: hodgess at uhddx01.dt.uh.edu

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