ARFIMA and Fractional Cointegration
Posted: 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
"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