hi for all,
the fracdiff Add-in can do the fractional coeffitions (coef_frac) and the fractional differencing series (y_frac), after i use the y_frac series to estimate the ARFIMA model next i do forecasting, the result is the fractional fitted series (y_frac_fit).
can you enhance this add-in to use the fitted fractional series (y_frac_fit) and the coeffitions fractional (coef_frac) to get the fitted series.
would you like to help me please it's very important for me.
Best Regards. Metrix
reverse the fractional differencing series
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Re: reverse the fractional differencing series
hi for all,
if i have the Y_DIFF_COEFFS and Y_DIFF series how can obtain the Y seriess (the reverse). you understand me!
if i have the Y_DIFF_COEFFS and Y_DIFF series how can obtain the Y seriess (the reverse). you understand me!
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Re: reverse the fractional differencing series
anyone can help me.
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