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

[Dirk Eddelbuettel]

On 28 May 2009 at 13:52, Valentin Dimitrov wrote:
| Dear all,
| 
| does anyone know when will prediction be implemented in R for Arfima Models? 

Pick either a), b) or c):   

     a) Whenever you get it finished.

     b) Whenever the person you pay to implement it for you gets it finished.

     c) Whenever someone else follows a) or b) before you do.

and your selection may depend on your sense of urgency.

| 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

Did you discover the per-package archive section on CRAN ?

| files, or, alternatively give me some clues as of how to make predictions
| in R with an ARFIMA model? 

Maybe a starting point studying the predict methods for standard ARIMA models.

Dirk

-- 
Three out of two people have difficulties with fractions.