TSDGP?
Posted: Thu Jun 06, 2013 5:50 am
hello, I want to know if TSDGP Add-in can generate ARFIMA model (improve TSDGP in the future).
second question: are there a function fracdiff to facilitate working with time series data (to make it easier to forecast :? ).
third question: for the test ADF can you for example to add option to calculate with constant, trend and trend squared.
second question: are there a function fracdiff to facilitate working with time series data (to make it easier to forecast :? ).
third question: for the test ADF can you for example to add option to calculate with constant, trend and trend squared.