I need help implementing an ARFIMA (1, 0, d). Is there a procedure readily available that someone can point me to?
Thank you.
Procedure for implementing an ARFIMA(1, 0, d)
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izymougoue2006
- Posts: 29
- Joined: Tue Apr 24, 2012 8:16 pm
Re: Procedure for implementing an ARFIMA(1, 0, d)
I think you have your notation wrong, since the d should be in the middle.
I'm not sure what you mean by "implement"? Estimate? Can't you adjust the example in the User's Guide? ("ARFIMA model" is in the index).
I'm not sure what you mean by "implement"? Estimate? Can't you adjust the example in the User's Guide? ("ARFIMA model" is in the index).