ARFIMA

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fuertes
Posts: 3
Joined: Fri Mar 04, 2011 4:06 pm

ARFIMA

Postby fuertes » Mon Oct 03, 2011 12:16 am

Dear EViews Users,

Has anyone tried to program the estimation of an ARFIMA model in EVIews who can offer advice on whether it is feasible? I could use other software to do this but since I am currently programming other parts of the same research project in EViews, I would rather confine all the code to EViews.

thank you very much in advance
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