[R] Acf of Frima

Chuse chuse chuse22 at gmail.com
Wed Feb 2 14:43:42 CET 2011


Hello,

I am trying to calculate the autocovariance matrix for any general
farima(p,d,q) with
p,q > 1. Could anyone give an idea how to implement in R or if there
is any package for this?

thank you beforehand.

Jose.



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