Search found 182 matches

by ecofin
Sat May 11, 2013 2:58 am
Forum: Add-in Support
Topic: bug with fracdiff
Replies: 10
Views: 5564

bug with fracdiff

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.
by ecofin
Fri May 10, 2013 11:36 am
Forum: Data Manipulation
Topic: procedure for long memory in EViews 8
Replies: 5
Views: 4214

procedure for long memory in EViews 8

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.

Go to advanced search