What is the best software for arfima modelling and R/S analysis?

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li Zou

Of course it is R( S is just the language r use). it has built in function arima().....it could help a lot

J. Patrick Kelley

And here is the CRAN Task View on time series analysis:

http://cran.r-project.org/web/views/TimeSeries.html

Also, here's a link to a booklet for time series analysis and ARIMA.

http://tinyurl.com/a74592o