ARFIMA and Fractional Cointegration

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Kavorka
Posts: 47
Joined: Mon Nov 30, 2009 6:06 am

ARFIMA and Fractional Cointegration

Postby Kavorka » Tue Dec 01, 2009 6:37 pm

On Mon Oct 06, 2008, Gareth from QMS said (when I think that EViews 5.1 was used):
"ARFIMA and FIGARCH are pretty high on our list of things to add, but I'm not sure if they'll make it into the next version."

Since this was in 2008, I wonder if there is chance that ARFIMA can be included in version 7? Moreover, is there any chance that Fractional Cointegraion is included in version 7?

/Pelle
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARFIMA and Fractional Cointegration

Postby EViews Gareth » Tue Dec 01, 2009 11:28 pm

They are both still high on our list, but neither will be in EViews 7
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