reverse the fractional differencing series
Posted: Tue Jul 22, 2014 1:56 pm
hi for all,
the fracdiff Add-in can do the fractional coeffitions (coef_frac) and the fractional differencing series (y_frac), after i use the y_frac series to estimate the ARFIMA model next i do forecasting, the result is the fractional fitted series (y_frac_fit).
can you enhance this add-in to use the fitted fractional series (y_frac_fit) and the coeffitions fractional (coef_frac) to get the fitted series.
would you like to help me please it's very important for me.
Best Regards. Metrix
the fracdiff Add-in can do the fractional coeffitions (coef_frac) and the fractional differencing series (y_frac), after i use the y_frac series to estimate the ARFIMA model next i do forecasting, the result is the fractional fitted series (y_frac_fit).
can you enhance this add-in to use the fitted fractional series (y_frac_fit) and the coeffitions fractional (coef_frac) to get the fitted series.
would you like to help me please it's very important for me.
Best Regards. Metrix