Dear Sir:

Given the coefficients (including d) how do I make 1 day-ahead predictions (similar to predict.arima)?


I note that neither fracdiff nor fSeries have a predict method for fractionally differenced univariate time series. 

Also, the article, recommended by fracdiff auther Dr. Fraley, by Haslett and Raftery ( "Applied Statistics", vol 38, 1989) discusses fitting but not predicting.

Very Sincerely,

Lloyd Lubet
	[[alternative HTML version deleted]]

