forecasting undifferenced data in ARFIMA model

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metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

forecasting undifferenced data in ARFIMA model

Postby metrix » Fri Dec 20, 2013 5:06 am

hi every body,
is there any way to forecast the undifferenced data in ARFIMA model (I can just make forecast of differenced data)cry:
kind regards.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: forecasting undifferenced data in ARFIMA model

Postby EViews Gareth » Fri Dec 20, 2013 8:59 am

EViews currently does not have ARFIMA estimation built in.
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metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

Re: forecasting undifferenced data in ARFIMA model

Postby metrix » Mon Dec 23, 2013 1:34 am

it can be estimated with the next version.
kind regards
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