fracdf  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.)

The submission consists of the following files :

fracdiff.DOC    documentation from top-level subroutines fracdf and fdgen
fdcore.f        subroutines implementing the Haslett and Raftery algorithm
fdsim.f         simulates data for use with fracdiff
fdout.f         output-handling subroutines 
fdhess.f        subroutines for computing Hessian and variance information
fdmach.f        auxiliary subroutines for machine constants
fdmin.f         auxiliary subroutines from MINPACK
fdgam.f         auxiliary subroutines for the gamma function
fdlin.f         auxiliary subroutines from LINPACK
fdran.f         auxiliary subroutines from RANLIB
example.f       sample main program using test problem generator
Makefile        UNIX Makefile for running the example

The relevant documentation is contained in the file fracdiff.DOC, which is a 
copy of the comments for the top-level subroutines fracdf (in fdcore.f),
fdsim and fdvar (in fdhess.f). Subroutine fdvar is included to allow users to
recompute the variance estimate with a different finite-difference interval
for derivatives with respect to the fractional-differencing parameter.

Standard output unit number is assumed to be 6.

copyright 1991 Department of Statistics, Univeristy of Washington
funded by ONR contracts N-00014-88-K-0265 and N-00014-91-J-1074

Permission granted for unlimited redistribution for non-commercial use.

Please report all anomalies to fraley@stat.washington.edu.
