Procedure for implementing an ARFIMA(1, 0, d)

Questions and discussions on Time Series Analysis
izymougoue2006
Posts: 29
Joined: Tue Apr 24, 2012 8:16 pm

Procedure for implementing an ARFIMA(1, 0, d)

Unread post by izymougoue2006 »

I need help implementing an ARFIMA (1, 0, d). Is there a procedure readily available that someone can point me to?

Thank you.
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Procedure for implementing an ARFIMA(1, 0, d)

Unread post by TomDoan »

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).
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