I've used this for a paper on frational brownian noise and wanted to extend
this work to FARIMA processes.  WhittleFit is normally the bed rock and
i discoved on the data I was using after fixing a number of minor bugs
i.e. p <- q <- 0 in .whittle causing difficulties later on.  I discovered
that .fspecARIMA has a major bug.  While an elegant attempt to vectorize
the power spectrum it takes an outer product of the Fourier frequencies
with the integers which define the lag.  What is necessary here is applying
i.e. shifting the lagged data so that early lags don't multiply multiples of
the
Fourier sins and cosines but rather these series are shifted, i.e. one needs
to
cbind shfoted versions of these vectors.  This may work with one lag butg no
more.
                    --mike

-- 
Michael Cohen
Work: 677 Beacon St Rm 213, Boston Mass
Home: 25 Stearns Road #3 Brookline, MA
Ph: 1-617-353-9484(w) 617-734-8828(h) Fax: 617-353-7755

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