Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

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".

fracdiff Maximum likelihood estimation of the parameters of a fractionally
         differenced ARIMA (p,d,q) model. For long-memory dependence in
         time series. (Haslett and Raftery, Applied Statistics 38, 1989, 1-50).

See the help files for details.

The original S/S-plus package by Chris Fraley, Department of Statistics,
University of Washington, has been converted for usage with R;
see README.orig, also for copyright.

I've converted all single precision floats to double precision (both
in the R file and the Fortran sources), as R didn't support single
precision (in 1999).

Fritz Leisch, TU Wien, Austria

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The package was _orphaned_ in Summer 2003, and after asking Fritz and Chris
Fraley, I have become the new maintainer in December 2003.
I've managed to locate and eradicate the bug leading to wrong hessian,
covariance and correlation matrix estimates.

Martin Maechler, ETH Zurich, Switzerland

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See the files ./TODO   and ./Done and ./ChangeLog  on TODOs and ideas

See the file ./Calling  (and then src/ftn-struc) about code organization
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