reverse the fractional differencing series

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metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

reverse the fractional differencing series

Postby metrix » Tue Jul 22, 2014 1:56 pm

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

metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

Re: reverse the fractional differencing series

Postby metrix » Mon Jul 28, 2014 10:25 am

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!
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metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

Re: reverse the fractional differencing series

Postby metrix » Fri Aug 01, 2014 2:13 pm

anyone can help me.


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