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  • 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, in-mean, 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 best-known 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, non-linear 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 high-level 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...