Autoregressive fractionally integrated moving average

[w_nawfal]

Hello,

EViews 7 does not appear to have a built-in function to estimate an Autoregressive fractionally integrated moving average, ARFIMA. Since I am time-constrained, I would need your help to create a program in EViews that would allow me to estimate an ARFIMA model.

An ARFIMA model shares the same form of representation as the ARIMA(p,d,q) process. In contrast to the ordinary ARIMA process, the "difference parameter", d, is allowed to take non-integer values.

Thank You for your help!