hi, when I use fracdiff for example:
degree of defferencing= 0 and degree of seasonal=12
but when i use genr dclose=d(close,0,12) is not the same result
this is the out put of image.
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- Fri May 10, 2013 11:36 am
- Forum: Data Manipulation
- Topic: procedure for long memory in EViews 8
- Replies: 5
- Views: 4214
Is there procedure for multiple test for long memory, and another procedure to estimate d (fractional integration) by exact ML...etc for models ARFIMA and FIGARCH in construction for EViews 8.