How to generate a frational differencing long memory process?

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tony
Posts: 59
Joined: Wed Jan 07, 2009 7:59 am

How to generate a frational differencing long memory process?

Postby tony » Sun Jan 21, 2018 5:22 pm

I wond if is there any command or operator to generate a frational differencing process?
Thanks, all.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: How to generate a frational differencing long memory process?

Postby EViews Gareth » Sun Jan 21, 2018 5:49 pm

You can use the fracdiff add-in.
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