Fractionally differenced ARIMA aka ARFIMA(p,d,q) models

Documentation for package ‘fracdiff’ version 1.3-1

coef.fracdiff	Many Methods for "fracdiff" Objects
confint.fracdiff	Confidence Intervals for Fracdiff Model Parameters
diffseries	Fractionally Differenciate Data
fdGPH	Geweke and Porter-Hudak Estimator for ARFIMA(p,d,q)
fdSperio	Sperio Estimate for 'd' in ARFIMA(p,d,q)
fitted.fracdiff	Many Methods for "fracdiff" Objects
fracdiff	ML Estimates for Fractionally-Differenced ARIMA (p,d,q) models
fracdiff.sim	Simulate fractional ARIMA Time Series
fracdiff.var	Recompute Covariance Estimate for fracdiff
logLik.fracdiff	Many Methods for "fracdiff" Objects
print.fracdiff	Many Methods for "fracdiff" Objects
print.summary.fracdiff	Many Methods for "fracdiff" Objects
residuals.fracdiff	Many Methods for "fracdiff" Objects
summary.fracdiff	Many Methods for "fracdiff" Objects
vcov.fracdiff	Many Methods for "fracdiff" Objects