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My question how to generate a process arfima?
arfima(p,d,q) where 0.5<d<0.5 and l=lags
(1-L)^d*x(t)=arma(p,q)
My problem is in the left term, i don't know how to programm it.
Can someone helop me please!

that's what i did and it's working
thanks for answering

Hi I need some help about the forecasting... I estimated different arma models and i chose one model based on the aic criterium, the next step for me is to forecast previsions for the futur. I click on the equation corresponding to the model i chose, then i click on the forecast button on the same w...

it's working perfectly. thanks a lot

Hi, i am trying to write a program that can estimate different arma for my series, then i would like to create a table where i can put the aic criterium from the differents equations so i would be able to to compare the aic values and choose the appropriate estimation. Here is the program: scalar p=...

thanks for taking the time to answer me, i do have the eviews3.0 but the kpss test is not available. I only can use the adf test and pp test.
I was wondering if someone had a programm in eviews language for the kpss test...

Hi,
I want to use the kpss test but on the version of eviews i am using i don't have this test on the "view" window, i wanted to know if someone knew how to program a kpss test.
thanks

it's working perfectly. I thought the observations started at 0...
Tanks a lot.

Hi I am using eviews for the first time, so my question is quite obvious i guess... I am using eviews3.0, and i want to generate different armas, that's the syntax i use: create u 2000 genr a=rnd (nrnd is not working on this version i guess) GENR ARMA=0 GENR ARMA= 0.9*ARMA(-1)+a+0.8*A(-1) When i ope...