[R] Forecasting observations in ARFIMA

[Giovanni Petris]

Do you really need the 'F' in ARFIMA(2,1,0)?

> Date: Wed, 30 Apr 2008 20:45:44 -0700 (PDT)
> From: Jill Elizabeth <jillstat at yahoo.com>
> Sender: r-help-bounces at r-project.org
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> I would like to compute the next 15 observations for
> an ARFIMA(2,1,0) model along with confidence
> intervals.  Can someone provide code?
> 
> Many thanks.
> 
> Jill
> 
> 
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-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/