Whittle Functions

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KHYATI KATHURIA
Posts: 6
Joined: Wed Jul 15, 2020 6:28 am

Whittle Functions

Postby KHYATI KATHURIA » Fri Jul 17, 2020 1:20 am

Hello Everyone
I am working on Whittle function in the frequency domain under parametric methods and Local Whittle Methods under semiparametric methods to find out the degree of integration under fractional integration of exchange rate time series data. I have installed the add in of fracdiff but that only does a first differentiation of my series. But I want the order of integration (fractional) of the series. Is there any add-in in EViews 9 for the same? Please help me...
Thanks in Advance!!

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