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.
Search found 182 matches
- Sat May 11, 2013 2:58 am
- Forum: Add-in Support
- Topic: bug with fracdiff
- Replies: 10
- Views: 10318
- Fri May 10, 2013 11:36 am
- Forum: Data Manipulation
- Topic: procedure for long memory in EViews 8
- Replies: 5
- Views: 6825
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.