[R] How to obtain the series of residuals from fracdiff

[Susana Barbosa]

Dear Adrian

Thank you very much for your help.
It worked!

Thanks


Susana



>
> Hi Susana
>
> For fractional differencing you can use, e.g., something like
>
> fracdiff <- function (x, d, N = 100)
> {
>   n <- 0:N
>   w <- gamma(-d+n)/(gamma(-d)*gamma(n+1))
>   y <- filter(x, w, sides=1)
>   return (y)
> }
>
> Adrian

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