Hi

In relacion to the function "arfimafit( )" of the library(rugarch):

could be possible to fit an arma(3,0) specifying which lags i want to use
in the model.?
I refer, if i know that in my data exist an autocorrelation structure for
de 2º, 3º and 4º lags but not for the 1º lags. How can i specify it ?

best regards
jaimie

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