fractional differencing function
Posted: Thu Apr 03, 2014 8:26 am
Hi
i can not reverse the forecasting after using the fracdiff Add-in
, it is very important to forecast the original data, please you have an idea or plan for this small problem, I know than i can not built in ARFIMA model to estimate all parameters directly in this EViews version 8.
THANKS.
i can not reverse the forecasting after using the fracdiff Add-in
, it is very important to forecast the original data, please you have an idea or plan for this small problem, I know than i can not built in ARFIMA model to estimate all parameters directly in this EViews version 8.THANKS.