Package index

Fit and forecast

split_curves()

Split curves into training, validation and test samples

plot_curves()

Rainbow plots of curves

farfima()

Fit a FARFIMA model

fitted(<farfima>) residuals(<farfima>)

Fitted curves and residuals of a FARFIMA fit

plot(<farfima>)

Plot the fitted or residual curves of a FARFIMA fit

predict(<farfima>)

Forecast from a FARFIMA fit

plot(<farfima_forecast>)

Plot forecasts and conformal prediction bands

as.data.frame(<farfima_forecast>)

Forecasts and conformal prediction bands as a data frame

Steps on their own

estimate_memory()

Estimate the memory parameter

frac_diff()

Fractional differencing

plot(<farfima_order>) select_order()

Select the FARMA orders

estimate_operators() plot(<farfima_operators>)

Estimate the FARMA operators

Simulation

sim_farfima()

Simulate a FARFIMA(p, d, q) process

Package overview

farfima-package

farfima: Order Selection and Forecasting in Long-Memory Functional Time Series