Page 1 of 1

fonction fracdiff

Posted: Mon Jul 29, 2013 2:10 pm
by ecofin
hello, I want to know if there is a time series Function to calculate fracdiff in EViews 8?; to facilitate the automatic forecasting such as cpi or fracdiff(cpi) for example.
if you have an idea help me please :roll:.

Re: fonction fracdiff

Posted: Mon Jul 29, 2013 5:03 pm
by EViews Glenn
There's a fractional difference add-in that you can download (Add-ins/Download add-ins...)

Re: fonction fracdiff

Posted: Mon Aug 05, 2013 8:28 am
by sasha
hello
I use arfima model.I used fractional difference add-in and i write a equation with the fracdiff data.
how can do static forecast with the new data?
please answer.thanks alot

Re: fonction fracdiff

Posted: Mon Aug 05, 2013 8:30 am
by EViews Gareth
I don't believe you can.

Re: fonction fracdiff

Posted: Mon Aug 05, 2013 2:00 pm
by sasha
thanks for your reply, you mean i cant do arfima model in eviews at all or static forecasting cant be done.what should i do?
should i use another software?