
Stata
 Referenced in 845 articles
[sw06029]
 such as structural equation modeling (SEM), contrasts, ARFIMA, business calendars, chained equations for multiple imputation...

Rugarch
 Referenced in 50 articles
[sw13784]
 package rugarch: Univariate GARCH Models. ARFIMA, inmean, external regressors and various GARCH flavors, with...

ARFIMA
 Referenced in 19 articles
[sw09503]
 package for estimating, forecasting and simulating ARFIMA models: ARFIMA package...

fracdiff
 Referenced in 8 articles
[sw14688]
 package fracdiff: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models. Maximum likelihood estimation...

TSM
 Referenced in 5 articles
[sw09504]
 will estimate and forecast ARIMA and ARFIMA models, several GARCH, FIGARCH, APARCH and EGARCH variants...

arfima
 Referenced in 1 article
[sw28704]
 package arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling. Simulates, fits, and predicts...

afmtools
 Referenced in 1 article
[sw11378]
 autoregressive fractionally integrated moving average (ARFIMA) processes are one of the bestknown classes ... number of statistical tools for analyzing ARFIMA models. In particular, this package contains functions...

STSA
 Referenced in 1 article
[sw20186]
 STSA toolbox provides capabilities for ARMA and ARFIMA, Bayesian, nonlinear and spectral analysis related...

GAUSS
 Referenced in 120 articles
[sw00322]
 The GAUSS Mathematical and Statistical System is a...

Matlab
 Referenced in 13702 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

OxMetrics
 Referenced in 15 articles
[sw00664]
 OxMetrics™ A family of of software packages providing...

R
 Referenced in 10196 articles
[sw00771]
 R is a language and environment for statistical...

QUADPACK
 Referenced in 266 articles
[sw01236]
 Fortran subprograms for evaluating definite integrals of functions...

sandwich
 Referenced in 36 articles
[sw04486]
 R package sandwich: Robust Covariance Matrix Estimators , Model...

WinBUGS
 Referenced in 773 articles
[sw04492]
 WinBUGS is part of the BUGS project, which...

forecast
 Referenced in 157 articles
[sw04505]
 R package forecast: Forecasting functions for time series...

tseries
 Referenced in 40 articles
[sw04509]
 R package tseries: Time series analysis and computational...

fda (R)
 Referenced in 1571 articles
[sw04511]
 fda: Functional Data Analysis , These functions were developed...

reshape
 Referenced in 41 articles
[sw04556]
 R package reshape: Flexibly reshape data , Reshape lets...

ggplot2
 Referenced in 380 articles
[sw04557]
 R package ggplot2: An implementation of the Grammar...