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How to generate a frational differencing long memory process?

Posted: Sun Jan 21, 2018 5:22 pm

by tony

I wond if is there any command or operator to generate a frational differencing process?
Thanks, all.

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

Posted: Sun Jan 21, 2018 5:49 pm

by EViews Gareth

You can use the fracdiff add-in.