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- Thu Mar 11, 2010 5:20 pm
- Forum: Programming
- Topic: generate arfima models !!!!
- Replies: 1
- Views: 5499
Re: generate arfima models !!!!
I know this is a really old topic, but I'm also trying to simulate arfima processes with various values for d, and I'm having a fair bit of difficulty figuring out how to do it. The AR and MA parts are very easy to generate, but I'm not quite sure how to code the (1-L)^d portion. Basically, (1-L)^d ...