fonction fracdiff

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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

fonction fracdiff

Postby ecofin » Mon Jul 29, 2013 2:10 pm

hello, I want to know if there is a time series Function to calculate fracdiff in EViews 8?; to facilitate the automatic forecasting such as cpi or fracdiff(cpi) for example.
if you have an idea help me please :roll:.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: fonction fracdiff

Postby EViews Glenn » Mon Jul 29, 2013 5:03 pm

There's a fractional difference add-in that you can download (Add-ins/Download add-ins...)

sasha
Posts: 4
Joined: Tue Jul 30, 2013 6:44 am

Re: fonction fracdiff

Postby sasha » Mon Aug 05, 2013 8:28 am

hello
I use arfima model.I used fractional difference add-in and i write a equation with the fracdiff data.
how can do static forecast with the new data?
please answer.thanks alot

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: fonction fracdiff

Postby EViews Gareth » Mon Aug 05, 2013 8:30 am

I don't believe you can.
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sasha
Posts: 4
Joined: Tue Jul 30, 2013 6:44 am

Re: fonction fracdiff

Postby sasha » Mon Aug 05, 2013 2:00 pm

thanks for your reply, you mean i cant do arfima model in eviews at all or static forecasting cant be done.what should i do?
should i use another software?


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