I wond if is there any command or operator to generate a frational differencing process?
Thanks, all.
How to generate a frational differencing long memory process?
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: How to generate a frational differencing long memory process?
You can use the fracdiff add-in.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 46 guests