EViews.com

Posted: **Wed Jan 13, 2016 10:02 am**

hi,
when i estimate ARFIMA(1,d,0)-GARCH(1,1) error message " Fractional integration terms only allowed in equations estimated using the LS method ", how can estimate it?

Posted: **Wed Jan 13, 2016 10:04 am**

EViews doesn't support ARFIMA in GARCH.

Posted: **Wed Jan 13, 2016 10:07 am**

thanks!

EViews.com

ARFIMA(1,d,0)-GARCH(1,1) error

ARFIMA(1,d,0)-GARCH(1,1) error

Re: ARFIMA(1,d,0)-GARCH(1,1) error

Re: ARFIMA(1,d,0)-GARCH(1,1) error