• 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...