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fipelle / MessyTimeSeries.jl

A Julia implementation of basic tools for time series analysis compatible with incomplete data.
BSD 3-Clause "New" or "Revised" License
121 stars 5 forks source link

I have ARFIMA, you can use it #8

Closed Datseris closed 3 years ago

Datseris commented 4 years ago

Just letting you know of this: https://github.com/Datseris/ARFIMA.jl that you may want to use.

fipelle commented 4 years ago

Thank you again. I will take a serious look as soon as I will start implementing simulations. I detailed a plan for the next releases at this link. I will look back at your package and try to implement simulations for most models when I will work on v0.1.6.

At the moment, I am working on implementing VARIMA models (estimation and forecast) - in a similar fashion to what is currently implemented for the ARIMA models.

fipelle commented 4 years ago

I will keep this issue opened and look back at it as soon as I get to v0.1.5.

fipelle commented 3 years ago

I have decided to close this issue. In the near future, I do not plan to add fractional models.