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forecasting undifferenced data in ARFIMA model

Posted: Fri Dec 20, 2013 5:06 am

by metrix

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.

Re: forecasting undifferenced data in ARFIMA model

Posted: Fri Dec 20, 2013 8:59 am

by EViews Gareth

EViews currently does not have ARFIMA estimation built in.

Re: forecasting undifferenced data in ARFIMA model

Posted: Mon Dec 23, 2013 1:34 am

by metrix

it can be estimated with the next version.
kind regards