fonction fracdiff

[ecofin]

hello, I want to know if there is a time series Function to calculate fracdiff in EViews 8?; to facilitate the automatic forecasting such as cpi or fracdiff(cpi) for example.
if you have an idea help me please .

[EViews Glenn]

There's a fractional difference add-in that you can download (Add-ins/Download add-ins...)

[sasha]

hello
I use arfima model.I used fractional difference add-in and i write a equation with the fracdiff data.
how can do static forecast with the new data?
please answer.thanks alot

[EViews Gareth]

I don't believe you can.

[sasha]

thanks for your reply, you mean i cant do arfima model in eviews at all or static forecasting cant be done.what should i do?
should i use another software?