Re: [R] Forecasting observations in ARFIMA

From: Giovanni Petris <GPetris_at_uark.edu>
Date: Thu, 01 May 2008 09:41:52 -0500 (CDT)

Do you really need the 'F' in ARFIMA(2,1,0)?

> Date: Wed, 30 Apr 2008 20:45:44 -0700 (PDT)
> From: Jill Elizabeth <jillstat_at_yahoo.com>
> Sender: r-help-bounces@r-project.org
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>
> I would like to compute the next 15 observations for
> an ARFIMA(2,1,0) model along with confidence
> intervals. Can someone provide code?
>
> Many thanks.
>
> Jill
>
>
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-- 

Giovanni Petris  <GPetris_at_uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/

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Received on Thu 01 May 2008 - 14:51:27 GMT

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