[R] Long memory ts

Martin Maechler 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...  :-)


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