fracdiff*
Posted: Tue Apr 19, 2011 1:10 am
Hi,
I have downloaded the fracdiff* add-in. What do I have to enter into "format string" during step 1 of 3 in the add-in.
My goal is to obtain a fractionally differenced time series of share prices - daily
Thanks.
I have downloaded the fracdiff* add-in. What do I have to enter into "format string" during step 1 of 3 in the add-in.
My goal is to obtain a fractionally differenced time series of share prices - daily
Thanks.