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by bensalma
Sat May 08, 2021 8:54 am
Forum: Program Repository
Topic: How to use fracdiff EViews add-in to perform the fractional Dickey-Fuller test
Replies: 1
Views: 1248

How to use fracdiff EViews add-in to perform the fractional Dickey-Fuller test

' With EViews 9 'The objective of this program is to find the upper and the lower bound of the fractional integration parameter of an ARFIMA(0,d,0) 'by using a sequential standard dickey-Fuller test, based on the usuels tabulated values. 'This program is not flexible enough to use it in any situati...

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