Merge branch 'arfima'

Author: mitchelloharawild

DESCRIPTION

@@ -53,6 +53,7 @@ Suggests:
     covr,
     feasts,
     forecast,
+    fracdiff,
     knitr,
     MTS,
     nnet,

NAMESPACE

@@ -17,6 +17,7 @@ S3method(fitted,VARIMA)
 S3method(fitted,VECM)
 S3method(fitted,croston)
 S3method(fitted,fable_theta)
+S3method(fitted,fbl_ARFIMA)
 S3method(fitted,model_mean)
 S3method(forecast,AR)
 S3method(forecast,ARIMA)
@@ -29,6 +30,7 @@ S3method(forecast,VARIMA)
 S3method(forecast,VECM)
 S3method(forecast,croston)
 S3method(forecast,fable_theta)
+S3method(forecast,fbl_ARFIMA)
 S3method(forecast,model_mean)
 S3method(generate,AR)
 S3method(generate,ARIMA)
@@ -39,6 +41,7 @@ S3method(generate,TSLM)
 S3method(generate,VAR)
 S3method(generate,VARIMA)
 S3method(generate,VECM)
+S3method(generate,fbl_ARFIMA)
 S3method(generate,model_mean)
 S3method(glance,AR)
 S3method(glance,ARIMA)
@@ -67,13 +70,15 @@ S3method(model_sum,VAR)
 S3method(model_sum,VARIMA)
 S3method(model_sum,VECM)
 S3method(model_sum,fable_theta)
+S3method(model_sum,fbl_ARFIMA)
 S3method(model_sum,model_mean)
 S3method(refit,AR)
 S3method(refit,ARIMA)
 S3method(refit,ETS)
 S3method(refit,NNETAR)
 S3method(refit,RW)
 S3method(refit,TSLM)
+S3method(refit,fbl_ARFIMA)
 S3method(refit,model_mean)
 S3method(report,AR)
 S3method(report,ARIMA)
@@ -112,6 +117,7 @@ S3method(tidy,fable_theta)
 S3method(tidy,model_mean)
 export("%>%")
 export(AR)
+export(ARFIMA)
 export(ARIMA)
 export(CROSTON)
 export(ETS)
@@ -147,12 +153,15 @@ importFrom(stats,ar)
 importFrom(stats,coef)
 importFrom(stats,complete.cases)
 importFrom(stats,diffinv)
+importFrom(stats,fft)
 importFrom(stats,formula)
+importFrom(stats,frequency)
 importFrom(stats,lm)
 importFrom(stats,makeARIMA)
 importFrom(stats,model.frame)
 importFrom(stats,model.matrix)
 importFrom(stats,na.omit)
+importFrom(stats,nextn)
 importFrom(stats,predict)
 importFrom(stats,qnorm)
 importFrom(stats,residuals)

NEWS.md

@@ -1,5 +1,11 @@
 # fable (development version)
 
+## New features
+
+* Added `ARFIMA()` model.
+* Added `fracdiff()` and `fracdiffinv()` functions for fractional
+  differencing and integration.
+
 ## Improvements
 
 * `ETS()` now supports missing values.