some Suggestions#1
Posted: Fri Jan 08, 2016 7:33 am
hi,
1/it is very useful to improve AFRIMA models to estimate a SARFIMA models with two methods in EViews 9.1 (The CSS and The Two-Staged Methods), with "d" and "ds" represent the nonseasonal and seasonal fractionally differences respectively. see the Review Article bellow.
1-1- build testing for the integration order, d and ds;
1-2- selects best models in terms of AIC and BIC and HQ;
2/can you create a function like @ginverse (Generalized inverse matrix) https://en.wikipedia.org/wiki/Generalized_inverse.
i hope that my suggestions to be considered.
thanks in advance.
1/it is very useful to improve AFRIMA models to estimate a SARFIMA models with two methods in EViews 9.1 (The CSS and The Two-Staged Methods), with "d" and "ds" represent the nonseasonal and seasonal fractionally differences respectively. see the Review Article bellow.
1-1- build testing for the integration order, d and ds;
1-2- selects best models in terms of AIC and BIC and HQ;
2/can you create a function like @ginverse (Generalized inverse matrix) https://en.wikipedia.org/wiki/Generalized_inverse.
i hope that my suggestions to be considered.
thanks in advance.