Procedure for implementing an ARFIMA(1, 0, d)
Posted: Wed Oct 07, 2015 3:15 pm
I need help implementing an ARFIMA (1, 0, d). Is there a procedure readily available that someone can point me to?
Thank you.
Thank you.
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).