[R-SIG-Finance] fArma- Prediction for ARFIMA not yet implemented?

Valentin Dimitrov vsdimitrov at yahoo.com
Thu May 28 15:52:31 CEST 2009

Dear all,

does anyone know when will prediction be implemented in R for Arfima Models? For instance in the Ox software it is already implemented (package ARFIMA 1.04), unfortunately the old function in R arfimaOxFit is not supported from fArma any more. I have older versions of R too (2.6.1) with the arfimaOxFit supported, unfortunately I do not have the files arfimaOxFit.ox and ArfimaOxPredict.ox, which are needed for arfimaOxfit. 

Thus, can anyone send to me the arfimaOxFit.ox and ArfimaOxPredict.ox files, or, alternatively give me some clues as of how to make predictions in R with an ARFIMA model?

Best regards,

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