Arfima-MLM Estimation For Repeated Cross-Sectional Data

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Documentation for package ‘ArfimaMLM’ version 1.3

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ArfimaMLM-package Arfima-MLM Estimation For Repeated Cross-Sectional Data And Pooled Cross-Sectional Time-Series Data
ArfimaMLM Arfima-MLM Estimation For Repeated Cross-Sectional Data And Pooled Cross-Sectional Time-Series Data
arfimaMLM Arfima-MLM for repeated cross-sectional data and pooled cross-sectional time-series data
arfimaOLS Arfima-OLS for repeated cross-sectional data and/or pooled cross-sectional time-series data
arfimaPrep Preparing a dataset for subsequent analysis accoring to the Arfima-MLM/Arfima-OLS framework
fd Estimate fractional differencing parameter and/or differenciate series for a given d-value
fd.default Estimate fractional differencing parameter and/or differenciate series for a given d-value
fd.numeric Estimate fractional differencing parameter and/or differenciate series for a given d-value
print.arfimaMLM Arfima-MLM for repeated cross-sectional data and pooled cross-sectional time-series data
print.arfimaOLS Arfima-OLS for repeated cross-sectional data and/or pooled cross-sectional time-series data
print.summary.arfimaMLM Arfima-MLM for repeated cross-sectional data and pooled cross-sectional time-series data
print.summary.arfimaOLS Arfima-OLS for repeated cross-sectional data and/or pooled cross-sectional time-series data
summary.arfimaMLM Arfima-MLM for repeated cross-sectional data and pooled cross-sectional time-series data
summary.arfimaOLS Arfima-OLS for repeated cross-sectional data and/or pooled cross-sectional time-series data