fracdiff Maximum likelihood estimation of the parameters of a fractionally
         differenced ARIMA (p,d,q) model. For long-memory dependence in 
         time series. (Haslett and Raftery, Applied Statistics 38, 1989, 1-50).

See the help files for details.

This package has been converted from the original S/S-plus package by
the Department of Statistics, Univeristy of Washington for usage with
R; see README.orig for copyright and original author.

I've converted all single precision floats to double precision (both
in the R file and the Fortran sources), as R didn't support single
precision (in 1999).

The code seems to work fine for parameter estimation, but I have not
figured out how to use the variance estimation. I always get
covariance matrices with entries around 10^{+-20} or so. If you have 
used the original version under S, could you send me a working
example?

Fritz Leisch

