[R] predict arfima

From: A.N. <alexandra.nitescoux_at_sgcib.com>
Date: Tue, 03 Jun 2008 04:26:29 -0700 (PDT)

I noticed that both in the fArma and fracdiff packages it is not possible to predict an object fitted with an ARFIMA model. Moreover, the ox link is no more available.
However, is it possible to find the coefficient d of differentiation of a time series, and then predict the time series by apply an arma model to the filtered time series ??

Are there better or other methods to predict ARFIMA models ?

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Received on Tue 03 Jun 2008 - 12:16:52 GMT

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