fractional differencing function

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metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

fractional differencing function

Postby metrix » Thu Apr 03, 2014 8:26 am

Hi
i can not reverse the forecasting after using the fracdiff Add-in :cry: :cry: :cry: :cry: , it is very important to forecast the original data, please you have an idea or plan for this small problem, I know than i can not built in ARFIMA model to estimate all parameters directly in this EViews version 8.

THANKS.
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