Order Selection and Forecasting in Long-Memory Functional Time Series

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Documentation for package ‘farfima’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

farfima-package	farfima: Order Selection and Forecasting in Long-Memory Functional Time Series
as.data.frame.farfima_forecast	Forecasts and conformal prediction bands as a data frame
estimate_memory	Estimate the memory parameter
estimate_operators	Estimate the FARMA operators
farfima	Fit a FARFIMA model
fitted.farfima	Fitted curves and residuals of a FARFIMA fit
frac_diff	Fractional differencing
plot.farfima	Plot the fitted or residual curves of a FARFIMA fit
plot.farfima_forecast	Plot forecasts and conformal prediction bands
plot.farfima_operators	Estimate the FARMA operators
plot.farfima_order	Select the FARMA orders
plot_curves	Rainbow plots of curves
predict.farfima	Forecast from a FARFIMA fit
residuals.farfima	Fitted curves and residuals of a FARFIMA fit
select_order	Select the FARMA orders
sim_farfima	Simulate a FARFIMA(p, d, q) process
split_curves	Split curves into training, validation and test samples