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- Sun Oct 05, 2008 1:19 pm
- Forum: Suggestions and Requests
- Topic: Long Memory Procedures
- Replies: 1
- Views: 6947
Long Memory Procedures
Is there any plan to include procedures related to the body of Long Memory literatures in the upcoming version? Specifically, I am interested in testing the existence of long-memory procedures such as Modified R/S and GPH statistics; long memory GARCH and ARIMA procedures such as FIGARCH and ARFIMA....