Package: fracARMA
Type: Package
Title: Fractionally Integrated ARMA Model
Version: 0.1.0
Authors@R: c(
  person(given = c("Muhammed", "Irshad"),
         family = "M",
         role = c("aut", "cre"),
         email = "irshadmiitm@gmail.com"),
  person(given = c("Dr.", "Kader", "Ali"),
         family = "Sarkar",
         role = "aut"),
  person(given = c("Dr.", "Digvijay", "Singh"),
         family = "Dhakre",
         role = "aut"),
  person(given = c("Prof.", "Debasis"),
         family = "Bhattacharaya",
         role = "aut"))
Maintainer: Muhammed Irshad M <irshadmiitm@gmail.com>
Description: Implements fractional differencing with Autoregressive Moving Average models to analyse long-memory 	time series data. Traditional ARIMA models typically use integer values for differencing, which are 	suitable for time series with short memory or anti-persistent behaviour. In contrast, the Fractional ARIMA 	model allows fractional differencing, enabling it to effectively capture long memory characteristics in 	time series data. The ‘fracARMA’ package is user-friendly and allows users to manually input the 	fractional differencing parameter, which can be obtained using various estimators such as the GPH 	estimator, Sperio method, or Wavelet method and many. Additionally, the package enables users to directly 	feed the time series data, AR order, MA order, fractional differencing parameter, and the proportion of 	training data as a split ratio, all in a single command. The package is based on the reference from the 	paper of Irshad and others (2024, <doi:10.22271/maths.2024.v9.i6b.1906>).
Encoding: UTF-8
License: GPL-3
Imports: forecast, fracdiff
NeedsCompilation: no
Packaged: 2025-02-12 18:30:01 UTC; irshad m
Author: Muhammed Irshad M [aut, cre],
  Dr. Kader Ali Sarkar [aut],
  Dr. Digvijay Singh Dhakre [aut],
  Prof. Debasis Bhattacharaya [aut]
Repository: CRAN
Date/Publication: 2025-02-13 11:20:02 UTC
Built: R 4.6.0; ; 2026-04-28 17:40:39 UTC; unix
