logLik.arfima

Extracts log-likelihood values from a <code>arfima</code> fit.

Simulates, fits, and predicts long-memory and anti-persistent
time series, possibly mixed with ARMA, regression, transfer-function
components.
Exact methods (MLE, forecasting, simulation) are used.
Bug reports should be done via GitHub (at
<https://github.com/JQVeenstra/arfima>), where the development version
of this package lives; it can be installed using devtools.

JQ (Justin) Veenstra

arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

logLik.arfima function

<dl><dt>object</dt>
<dd>A fitted <code>arfima</code> object</dd>
<dt>...</dt>
<dd>Optional arguments not currently used.</dd></dl>

Arguments

Author

Extract Log-Likelihood Values — logLik.arfima

<dl>

<dt>object</dt>
<dd>A fitted <code>arfima</code> object</dd>


<dt>...</dt>
<dd>Optional arguments not currently used.</dd>

</dl>

logLik.arfima: Extract Log-Likelihood Values

Description

Usage

Value

Arguments

Author

Details

References

See Also