[R] predict arfima
alexandra.nitescoux at sgcib.com
Tue Jun 3 13:26:29 CEST 2008
I noticed that both in the fArma and fracdiff packages it is not possible to
predict an object fitted with an ARFIMA model. Moreover, the ox link is no
However, is it possible to find the coefficient d of differentiation of a
time series, and then predict the time series by apply an arma model to the
filtered time series ??
Are there better or other methods to predict ARFIMA models ?
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