[R] arfima model

dorina.lazar dorina.lazar at econ.ubbcluj.ro
Mon Mar 9 08:18:27 CET 2009



Hello,
I am trying to estimate an arfima model with R. 

fracdiff(rdu, nar = 2, nma = 2, ar = rep(NA, max(nar, 1)), ma = rep(NA,
max(nma, 1)), dtol = NULL, drange = c(0, 0.5), h, M = 100). 

The procedure give the message:
Error in ar[is.na(ar)] <- 0 : object "nar" not found

What can I do?
With regards,
Dorina LAZAR




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